+61.0%
AA vs BBWI
-34.3%
+95.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -2.3% |
| 7D | -0.7% | +1.5% | -2.2% | -0.8% |
| 30D | +5.0% | -5.2% | +10.2% | +5.6% |
| 3M | -35.8% | +11.1% | -46.9% | -36.9% |
| 6M | -18.4% | -13.4% | -5.0% | -18.2% |
| YTD | -5.5% | +0.1% | -5.6% | -8.0% |
| 1Y | +61.0% | -36.1% | +97.1% | +56.2% |
| All | +61.0% | -34.3% | +95.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling