+81.7%
AA vs GEN
+61.9%
+19.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | +5.0% | +10.1% | -5.2% | +1.8% |
| 3M | -35.8% | +16.1% | -51.9% | -38.9% |
| 6M | -18.4% | +38.9% | -57.2% | -27.6% |
| YTD | -5.5% | +14.4% | -19.9% | -9.0% |
| 1Y | +61.0% | +5.9% | +55.1% | +60.7% |
| All | +81.7% | +61.9% | +19.8% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 3y: compounded portfolio wealth divided by compounded GEN 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…
3y analysis · Full analysis span regression · 6 months rolling