+61.0%
AA vs FIVE
+66.7%
-5.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.2% |
| 7D | -0.7% | +4.3% | -5.0% | -1.7% |
| 30D | +5.0% | +12.5% | -7.5% | +1.4% |
| 3M | -35.8% | +31.2% | -67.1% | -40.5% |
| 6M | -18.4% | +14.4% | -32.8% | -22.1% |
| YTD | -5.5% | +33.9% | -39.4% | -18.1% |
| 1Y | +61.0% | +65.1% | -4.1% | +23.5% |
| All | +61.0% | +66.7% | -5.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling