+57.4%
AA vs CAG
-17.7%
+75.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.7% | -2.1% | -5.5% |
| 7D | -5.4% | -5.9% | +0.5% | -7.1% |
| 30D | -10.7% | -1.5% | -9.1% | -11.0% |
| 3M | -26.2% | +11.5% | -37.6% | -22.9% |
| 6M | -20.9% | -15.7% | -5.2% | -23.6% |
| YTD | -8.6% | -10.2% | +1.6% | -9.1% |
| 1Y | +57.4% | -18.1% | +75.5% | +55.7% |
| All | +57.4% | -17.7% | +75.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling