+74.1%
AA vs BOXX
+14.7%
+59.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.8% | +0.3% | -6.1% | -5.8% |
| 3M | -29.9% | +1.0% | -30.9% | -30.1% |
| 6M | -27.0% | +1.9% | -28.9% | -27.2% |
| YTD | -8.7% | +2.7% | -11.4% | -8.6% |
| 1Y | +50.6% | +4.0% | +46.6% | +55.2% |
| 3Y | +74.1% | +14.7% | +59.4% | +257.1% |
| All | +74.1% | +14.7% | +59.4% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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