+19.1%
AA vs FND
-61.9%
+80.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +5.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +3.3% | -23.6% | +26.9% | +13.6% |
| 3M | -29.4% | +4.3% | -33.7% | -32.0% |
| 6M | -12.8% | -20.3% | +7.5% | -7.9% |
| YTD | -2.1% | -21.3% | +19.2% | +3.2% |
| 1Y | +62.8% | -45.4% | +108.1% | +99.0% |
| 3Y | +90.5% | -48.9% | +139.3% | +128.8% |
| 5Y | +19.1% | -61.0% | +80.1% | +36.2% |
| All | +19.1% | -61.9% | +80.9% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling