+305.8%
AA vs CAG
+594.9%
-289.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +5.0% | +3.9% |
| 7D | +1.7% | -5.3% | +6.9% | +3.2% |
| 30D | +3.3% | +1.0% | +2.3% | +2.9% |
| 3M | -29.4% | +17.4% | -46.8% | -33.2% |
| 6M | -12.8% | -16.8% | +4.0% | -9.3% |
| YTD | -2.1% | -6.8% | +4.7% | -2.1% |
| 1Y | +62.8% | -15.4% | +78.1% | +66.9% |
| 3Y | +90.5% | -37.1% | +127.6% | +110.3% |
| 5Y | +19.1% | -41.3% | +60.3% | +33.1% |
| 10Y | +124.8% | -35.5% | +160.2% | +130.3% |
| All | +305.8% | +594.9% | -289.1% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling