+4.9%
AA vs BBWI
+0.1%
+4.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -1.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.6% | +12.9% | -13.5% | -1.4% |
| 3M | -19.7% | +16.0% | -35.7% | -20.9% |
| 6M | -41.6% | +16.6% | -58.2% | -42.8% |
| YTD | -24.6% | +9.7% | -34.4% | -27.2% |
| 1Y | +4.9% | +1.5% | +3.4% | +1.9% |
| All | +4.9% | +0.1% | +4.7% | +1.9% |
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