+115.2%
AA vs CFG
+324.8%
-209.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.5% | -2.2% | -1.8% |
| 30D | +5.0% | -3.8% | +8.8% | +7.6% |
| 3M | -35.8% | +11.5% | -47.3% | -41.1% |
| 6M | -18.4% | +19.2% | -37.6% | -29.0% |
| YTD | -5.5% | +23.7% | -29.2% | -20.1% |
| 1Y | +61.0% | +38.8% | +22.1% | +24.7% |
| 3Y | +66.2% | +178.9% | -112.7% | -22.5% |
| 5Y | +11.4% | +101.8% | -90.4% | -37.9% |
| All | +115.2% | +324.8% | -209.7% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling