+90.5%
AA vs CAG
-36.6%
+127.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.5% |
| 7D | +1.7% | -5.3% | +6.9% | +1.4% |
| 30D | +3.3% | +1.0% | +2.3% | +3.4% |
| 3M | -29.4% | +17.4% | -46.8% | -28.8% |
| 6M | -12.8% | -16.8% | +4.0% | -11.5% |
| YTD | -2.1% | -6.8% | +4.7% | -1.4% |
| 1Y | +62.8% | -15.4% | +78.1% | +65.8% |
| 3Y | +90.5% | -37.1% | +127.6% | +106.8% |
| All | +90.5% | -36.6% | +127.1% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling