+4.9%
AA vs CAI
-6.2%
+11.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -1.3% |
| 7D | +0.5% | -8.7% | +9.2% | +1.6% |
| 30D | -0.6% | -23.8% | +23.3% | +2.5% |
| 3M | -19.7% | +3.9% | -23.5% | -20.1% |
| 6M | -41.6% | +56.8% | -98.4% | -44.5% |
| YTD | -24.6% | -14.6% | -10.0% | -22.0% |
| 1Y | +4.9% | -5.2% | +10.1% | +4.7% |
| All | +4.9% | -6.2% | +11.1% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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