+175.5%
AA vs FIVE
+868.1%
-692.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.8% |
| 7D | -0.7% | +4.3% | -5.0% | -2.2% |
| 30D | +5.0% | +12.5% | -7.5% | +0.5% |
| 3M | -35.8% | +31.2% | -67.1% | -41.8% |
| 6M | -18.4% | +14.4% | -32.8% | -23.8% |
| YTD | -5.5% | +33.9% | -39.4% | -16.3% |
| 1Y | +61.0% | +65.1% | -4.1% | +32.7% |
| 3Y | +66.2% | +49.0% | +17.2% | +31.4% |
| 5Y | +11.4% | +30.3% | -18.9% | -11.3% |
| 10Y | +116.9% | +481.1% | -364.2% | +14.2% |
| All | +175.5% | +868.1% | -692.6% | +28.0% |
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