+19.1%
AA vs CHD
+21.8%
-2.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.6% | +3.5% |
| 7D | +1.7% | -2.9% | +4.6% | +1.6% |
| 30D | +3.3% | -6.2% | +9.5% | +3.3% |
| 3M | -29.4% | +1.6% | -31.0% | -29.4% |
| 6M | -12.8% | -3.5% | -9.3% | -12.7% |
| YTD | -2.1% | +16.2% | -18.3% | -2.8% |
| 1Y | +62.8% | +3.4% | +59.4% | +62.9% |
| 3Y | +90.5% | +4.6% | +85.9% | +87.3% |
| 5Y | +19.1% | +21.1% | -2.1% | +28.8% |
| All | +19.1% | +21.8% | -2.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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