+118.6%
AA vs FIVE
+822.5%
-703.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -6.7% | +17.7% | -24.3% | -11.6% |
| 3M | -16.3% | +4.0% | -20.3% | -18.0% |
| 6M | -37.1% | +2.6% | -39.7% | -38.7% |
| YTD | -25.0% | +27.6% | -52.6% | -32.7% |
| 1Y | +8.6% | +59.9% | -51.4% | -9.6% |
| 3Y | +57.2% | +35.8% | +21.5% | +27.9% |
| 5Y | -13.0% | +14.4% | -27.5% | -27.7% |
| 10Y | +65.5% | +576.1% | -510.6% | -14.4% |
| All | +118.6% | +822.5% | -703.9% | +2.9% |
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