+84.6%
AA vs AU
+793.6%
-709.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -0.7% | -3.6% | +2.9% | +0.1% |
| 30D | +5.0% | +23.9% | -18.9% | -0.5% |
| 3M | -35.8% | +19.1% | -54.9% | -38.7% |
| 6M | -18.4% | -0.2% | -18.2% | -19.3% |
| YTD | -5.5% | +32.5% | -37.9% | -13.0% |
| 1Y | +61.0% | +96.9% | -36.0% | +34.6% |
| 3Y | +66.2% | +614.7% | -548.5% | -0.8% |
| 5Y | +11.4% | +647.7% | -636.3% | -35.2% |
| 10Y | +116.9% | +679.2% | -562.3% | +8.9% |
| All | +84.6% | +793.6% | -709.0% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling