+61.0%
AA vs HIG
+5.1%
+55.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.5% |
| 30D | +5.0% | -3.2% | +8.2% | +3.6% |
| 3M | -35.8% | +9.1% | -45.0% | -33.0% |
| 6M | -18.4% | -1.8% | -16.6% | -17.6% |
| YTD | -5.5% | +1.8% | -7.2% | -3.0% |
| 1Y | +61.0% | +4.6% | +56.4% | +69.4% |
| All | +61.0% | +5.1% | +55.9% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling