+33.7%
AA vs FE
+566.1%
-532.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.2% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -10.8% | +6.4% | -17.2% | -13.5% |
| 3M | -19.1% | -0.5% | -18.6% | -19.0% |
| 6M | -38.7% | +4.7% | -43.4% | -40.4% |
| YTD | -27.1% | +8.4% | -35.5% | -30.5% |
| 1Y | +8.3% | +7.2% | +1.1% | +3.7% |
| 3Y | +49.6% | +44.9% | +4.7% | +20.4% |
| 5Y | -15.5% | +46.3% | -61.8% | -32.7% |
| 10Y | +60.9% | +110.3% | -49.4% | -1.6% |
| All | +33.7% | +566.1% | -532.4% | -38.0% |
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