+2.7%
AA vs AU
+673.1%
-670.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.3% | -0.5% | -3.2% |
| 7D | -5.4% | -7.0% | +1.6% | -2.8% |
| 30D | -10.7% | +7.3% | -18.0% | -13.3% |
| 3M | -26.2% | +33.2% | -59.4% | -34.4% |
| 6M | -20.9% | -0.6% | -20.3% | -22.5% |
| YTD | -8.6% | +26.2% | -34.8% | -19.1% |
| 1Y | +57.4% | +68.3% | -10.9% | +24.8% |
| 3Y | +77.8% | +592.1% | -514.3% | -26.2% |
| 5Y | +2.7% | +685.3% | -682.6% | -53.9% |
| All | +2.7% | +673.1% | -670.4% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling