+291.9%
AA vs BBWI
+1,034.6%
-742.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -5.0% | -3.1% |
| 7D | -0.7% | +1.5% | -2.2% | -1.3% |
| 30D | +5.0% | -5.2% | +10.2% | +5.8% |
| 3M | -35.8% | +11.1% | -46.9% | -39.2% |
| 6M | -18.4% | -13.4% | -5.0% | -17.3% |
| YTD | -5.5% | +0.1% | -5.6% | -9.9% |
| 1Y | +61.0% | -36.1% | +97.1% | +75.1% |
| 3Y | +66.2% | -44.1% | +110.3% | +82.2% |
| 5Y | +11.4% | -66.2% | +77.6% | +36.5% |
| 10Y | +116.9% | -54.8% | +171.6% | +94.6% |
| All | +291.9% | +1,034.6% | -742.7% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling