+67.6%
AA vs FE
+47.6%
+20.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +1.2% | -0.5% | +1.8% | +1.3% |
| 30D | -5.0% | +4.3% | -9.3% | -5.5% |
| 3M | -22.2% | +0.4% | -22.6% | -22.3% |
| 6M | -36.3% | +6.9% | -43.3% | -37.0% |
| YTD | -24.2% | +8.0% | -32.2% | -24.8% |
| 1Y | +3.9% | +4.8% | -1.0% | +3.6% |
| 3Y | +67.6% | +49.0% | +18.6% | +31.5% |
| All | +67.6% | +47.6% | +20.0% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling