+19.1%
AA vs CAG
-40.6%
+59.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.6% |
| 7D | +1.7% | -5.3% | +6.9% | +2.0% |
| 30D | +3.3% | +1.0% | +2.3% | +3.2% |
| 3M | -29.4% | +17.4% | -46.8% | -30.5% |
| 6M | -12.8% | -16.8% | +4.0% | -10.3% |
| YTD | -2.1% | -6.8% | +4.7% | -1.5% |
| 1Y | +62.8% | -15.4% | +78.1% | +66.8% |
| 3Y | +90.5% | -37.1% | +127.6% | +103.2% |
| 5Y | +19.1% | -41.3% | +60.3% | +27.3% |
| All | +19.1% | -40.6% | +59.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling