+19.1%
AA vs BAX
-67.0%
+86.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +4.7% |
| 7D | +1.7% | -2.4% | +4.1% | +2.4% |
| 30D | +3.3% | -9.7% | +13.1% | +6.6% |
| 3M | -29.4% | +29.3% | -58.7% | -35.9% |
| 6M | -12.8% | +40.7% | -53.5% | -23.6% |
| YTD | -2.1% | +30.3% | -32.4% | -13.1% |
| 1Y | +62.8% | +3.4% | +59.4% | +56.8% |
| 3Y | +90.5% | -32.0% | +122.5% | +109.0% |
| 5Y | +19.1% | -66.9% | +85.9% | +74.3% |
| All | +19.1% | -67.0% | +86.1% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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