+66.8%
AA vs AU
+507.6%
-440.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +0.5% | -7.2% | +7.7% | +3.3% |
| 30D | -0.6% | -2.9% | +2.3% | +0.3% |
| 3M | -19.7% | -8.7% | -11.0% | -17.6% |
| 6M | -41.6% | -14.1% | -27.4% | -39.3% |
| YTD | -24.6% | +4.8% | -29.4% | -28.4% |
| 1Y | +4.9% | +11.9% | -7.0% | -2.5% |
| 3Y | +66.8% | +513.8% | -447.0% | -25.4% |
| All | +66.8% | +507.6% | -440.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling