+47.2%
AA vs FND
+54.9%
-7.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.5% | -3.3% | -4.2% |
| 7D | -5.4% | -5.1% | -0.3% | -3.7% |
| 30D | -10.7% | -22.5% | +11.8% | -2.3% |
| 3M | -26.2% | -5.0% | -21.2% | -26.0% |
| 6M | -20.9% | -21.5% | +0.6% | -16.2% |
| YTD | -8.6% | -23.0% | +14.4% | -3.1% |
| 1Y | +57.4% | -44.9% | +102.3% | +89.3% |
| 3Y | +77.8% | -50.0% | +127.8% | +114.7% |
| 5Y | +2.7% | -63.3% | +66.0% | +30.6% |
| All | +47.2% | +54.9% | -7.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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