+53.6%
AA vs FFIV
+132.4%
-78.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.5% | +4.5% |
| 7D | +4.8% | -2.1% | +6.9% | +6.1% |
| 30D | -0.6% | -33.8% | +33.1% | +23.4% |
| 3M | -16.3% | -20.6% | +4.3% | -8.0% |
| 6M | -33.4% | -10.2% | -23.2% | -32.9% |
| YTD | -20.7% | +24.5% | -45.2% | -36.6% |
| 1Y | +12.9% | +29.3% | -16.4% | -12.1% |
| 3Y | +75.7% | +103.8% | -28.1% | -2.9% |
| 5Y | -6.8% | +40.9% | -47.7% | -36.0% |
| 10Y | +53.6% | +126.6% | -73.0% | -27.2% |
| All | +53.6% | +132.4% | -78.8% | -27.2% |
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