+210.9%
AA vs BBWI
+1,142.2%
-931.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +4.0% |
| 7D | +0.9% | -6.2% | +7.1% | +3.0% |
| 30D | -6.7% | +19.9% | -26.6% | -12.7% |
| 3M | -16.3% | +7.1% | -23.5% | -19.9% |
| 6M | -37.1% | +13.7% | -50.8% | -41.8% |
| YTD | -25.0% | +9.6% | -34.6% | -31.4% |
| 1Y | +8.6% | -1.6% | +10.2% | +1.4% |
| 3Y | +57.2% | -25.9% | +83.1% | +54.8% |
| 5Y | -13.0% | -67.8% | +54.8% | +7.5% |
| 10Y | +65.5% | -43.5% | +109.0% | +36.5% |
| All | +210.9% | +1,142.2% | -931.3% | -16.1% |
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