-14.8%
AA vs GEN
+32.5%
-47.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.6% | +3.7% |
| 7D | +0.9% | +2.3% | -1.4% | +0.2% |
| 30D | -6.7% | +33.1% | -39.7% | -15.6% |
| 3M | -16.3% | +6.5% | -22.8% | -19.1% |
| 6M | -37.1% | +53.8% | -90.9% | -48.1% |
| YTD | -25.0% | +11.2% | -36.2% | -29.5% |
| 1Y | +8.6% | +19.4% | -10.8% | -1.4% |
| 3Y | +57.2% | +81.0% | -23.8% | +16.7% |
| All | -14.8% | +32.5% | -47.3% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling