+12.4%
AA vs BURL
-11.0%
+23.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.9% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | +5.0% | -28.2% | +33.1% | +15.3% |
| 3M | -35.8% | -17.6% | -18.2% | -32.6% |
| 6M | -18.4% | -11.8% | -6.6% | -17.0% |
| YTD | -5.5% | -8.1% | +2.7% | -5.2% |
| 1Y | +61.0% | -12.0% | +72.9% | +62.2% |
| 3Y | +66.2% | +63.3% | +2.9% | +35.2% |
| All | +12.4% | -11.0% | +23.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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