+45.0%
AA vs FN
+772.0%
-727.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.8% | +0.4% | -2.9% |
| 7D | +1.2% | -4.1% | +5.3% | +2.0% |
| 30D | -5.0% | -28.3% | +23.3% | +4.0% |
| 3M | -22.2% | -33.9% | +11.7% | -14.1% |
| 6M | -36.3% | -43.9% | +7.6% | -27.7% |
| YTD | -24.2% | -23.4% | -0.7% | -26.6% |
| 1Y | +3.9% | -25.4% | +29.3% | +0.9% |
| 3Y | +67.6% | +107.9% | -40.3% | -2.0% |
| 5Y | -8.8% | +195.1% | -203.9% | -56.3% |
| 10Y | +45.0% | +794.1% | -749.1% | -54.2% |
| All | +45.0% | +772.0% | -727.0% | -54.2% |
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