+57.2%
AA vs BBWI
-28.0%
+85.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +3.7% |
| 7D | +0.9% | -6.2% | +7.1% | +2.5% |
| 30D | -6.7% | +19.9% | -26.6% | -11.3% |
| 3M | -16.3% | +7.1% | -23.5% | -18.9% |
| 6M | -37.1% | +13.7% | -50.8% | -40.7% |
| YTD | -25.0% | +9.6% | -34.6% | -30.5% |
| 1Y | +8.6% | -1.6% | +10.2% | +3.1% |
| 3Y | +57.2% | -25.9% | +83.1% | +52.5% |
| All | +57.2% | -28.0% | +85.3% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling