+41.6%
AA vs FN
+700.1%
-658.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.6% | +0.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -0.6% | -16.5% | +15.9% | +3.7% |
| 3M | -19.7% | -42.1% | +22.4% | -7.2% |
| 6M | -41.6% | -52.9% | +11.3% | -29.6% |
| YTD | -24.6% | -28.0% | +3.3% | -25.7% |
| 1Y | +4.9% | -18.5% | +23.4% | -1.8% |
| 3Y | +66.8% | +93.9% | -27.0% | -0.3% |
| 5Y | -19.4% | +170.5% | -189.9% | -60.3% |
| All | +41.6% | +700.1% | -658.6% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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