+66.3%
AA vs FE
+107.4%
-41.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -6.7% | +5.2% | -11.9% | -8.4% |
| 3M | -16.3% | 0.0% | -16.3% | -16.5% |
| 6M | -37.1% | +5.0% | -42.2% | -38.5% |
| YTD | -25.0% | +7.9% | -32.9% | -27.5% |
| 1Y | +8.6% | +6.3% | +2.2% | +5.5% |
| 3Y | +57.2% | +46.0% | +11.2% | +32.7% |
| 5Y | -13.0% | +45.6% | -58.7% | -26.5% |
| All | +66.3% | +107.4% | -41.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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