+228.8%
AA vs BBWI
+1,165.5%
-936.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +5.1% |
| 7D | +4.8% | -6.2% | +11.0% | +7.1% |
| 30D | -0.6% | +25.5% | -26.1% | -8.5% |
| 3M | -16.3% | +8.0% | -24.2% | -20.0% |
| 6M | -33.4% | +12.7% | -46.1% | -38.1% |
| YTD | -20.7% | +11.6% | -32.3% | -27.9% |
| 1Y | +12.9% | -0.9% | +13.8% | +5.2% |
| 3Y | +75.7% | -22.7% | +98.4% | +70.6% |
| 5Y | -6.8% | -67.2% | +60.4% | +14.5% |
| 10Y | +53.6% | -43.7% | +97.3% | +26.9% |
| All | +228.8% | +1,165.5% | -936.7% | -11.8% |
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