+14.8%
AA vs BOXX
+18.5%
-3.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.3% |
| 30D | -5.8% | +0.3% | -6.1% | -4.9% |
| 3M | -29.9% | +1.0% | -30.9% | -27.8% |
| 6M | -27.0% | +1.9% | -28.9% | -22.7% |
| YTD | -8.7% | +2.7% | -11.4% | -0.6% |
| 1Y | +50.6% | +4.0% | +46.6% | +75.8% |
| 3Y | +74.1% | +14.7% | +59.4% | +443.7% |
| All | +14.8% | +18.5% | -3.6% | +603.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling