-14.8%
AA vs FE
+42.2%
-57.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +3.4% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | -6.7% | +4.1% | -10.8% | -8.1% |
| 3M | -16.3% | -1.0% | -15.3% | -16.2% |
| 6M | -37.1% | +4.0% | -41.1% | -38.3% |
| YTD | -25.0% | +6.8% | -31.8% | -27.3% |
| 1Y | +8.6% | +5.3% | +3.3% | +5.8% |
| 3Y | +57.2% | +44.6% | +12.7% | +26.0% |
| All | -14.8% | +42.2% | -57.0% | -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 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