+14.9%
AA vs BOXX
+18.4%
-3.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | 0.0% | -5.4% | -5.3% |
| 30D | -10.7% | +0.3% | -11.0% | -10.0% |
| 3M | -26.2% | +1.0% | -27.2% | -24.2% |
| 6M | -20.9% | +1.9% | -22.9% | -16.3% |
| YTD | -8.6% | +2.6% | -11.3% | -0.7% |
| 1Y | +57.4% | +4.0% | +53.4% | +83.5% |
| 3Y | +77.8% | +14.6% | +63.2% | +455.9% |
| All | +14.9% | +18.4% | -3.5% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling