+44.1%
AA vs FFIV
+124.6%
-80.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | +5.3% | +1.9% | +3.4% | +4.2% |
| 30D | -2.3% | -33.3% | +31.0% | +20.8% |
| 3M | -20.8% | -24.9% | +4.1% | -9.9% |
| 6M | -39.8% | -10.5% | -29.3% | -39.2% |
| YTD | -23.3% | +24.4% | -47.7% | -38.7% |
| 1Y | +1.8% | +32.3% | -30.4% | -21.9% |
| 3Y | +69.5% | +99.7% | -30.2% | -4.9% |
| 5Y | -18.0% | +38.4% | -56.4% | -43.0% |
| All | +44.1% | +124.6% | -80.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling