+12.4%
AA vs FE
+45.0%
-32.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.7% | +1.9% | -2.6% | -1.4% |
| 30D | +5.0% | -1.2% | +6.1% | +5.3% |
| 3M | -35.8% | +3.5% | -39.3% | -36.8% |
| 6M | -18.4% | -6.1% | -12.3% | -16.6% |
| YTD | -5.5% | +7.6% | -13.1% | -8.4% |
| 1Y | +61.0% | +11.9% | +49.0% | +52.9% |
| 3Y | +66.2% | +48.4% | +17.8% | +33.7% |
| All | +12.4% | +45.0% | -32.5% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling