+124.8%
AA vs FFIV
+224.0%
-99.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.7% |
| 7D | +1.7% | -1.5% | +3.2% | +2.6% |
| 30D | +3.3% | -2.7% | +6.0% | +4.5% |
| 3M | -29.4% | -1.7% | -27.8% | -29.7% |
| 6M | -12.8% | +36.1% | -48.9% | -30.3% |
| YTD | -2.1% | +52.6% | -54.8% | -27.9% |
| 1Y | +62.8% | +21.5% | +41.2% | +37.3% |
| 3Y | +90.5% | +142.7% | -52.2% | -0.5% |
| 5Y | +19.1% | +92.6% | -73.5% | -30.3% |
| 10Y | +124.8% | +225.5% | -100.7% | -5.8% |
| All | +124.8% | +224.0% | -99.2% | -5.8% |
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