+121.0%
AA vs FIVE
+873.2%
-752.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +1.2% | +7.3% | -6.1% | -1.0% |
| 30D | -5.0% | +18.1% | -23.1% | -10.1% |
| 3M | -22.2% | +7.7% | -29.9% | -24.6% |
| 6M | -36.3% | +13.6% | -49.9% | -40.0% |
| YTD | -24.2% | +34.6% | -58.8% | -33.1% |
| 1Y | +3.9% | +66.2% | -62.4% | -14.6% |
| 3Y | +67.6% | +43.5% | +24.1% | +33.9% |
| 5Y | -8.8% | +20.7% | -29.5% | -25.5% |
| 10Y | +45.0% | +541.5% | -496.5% | -25.0% |
| All | +121.0% | +873.2% | -752.2% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling