+73.5%
AA vs FE
+561.4%
-488.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -0.7% | +1.9% | -2.6% | -1.6% |
| 30D | +5.0% | -1.2% | +6.1% | +5.5% |
| 3M | -35.8% | +3.5% | -39.3% | -37.2% |
| 6M | -18.4% | -6.1% | -12.3% | -16.2% |
| YTD | -5.5% | +7.6% | -13.1% | -9.5% |
| 1Y | +61.0% | +11.9% | +49.0% | +50.6% |
| 3Y | +66.2% | +48.4% | +17.8% | +32.0% |
| 5Y | +11.4% | +44.8% | -33.4% | -11.1% |
| 10Y | +116.9% | +115.9% | +1.0% | +30.8% |
| All | +73.5% | +561.4% | -488.0% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling