+117.1%
AA vs HIG
+315.0%
-197.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.9% |
| 7D | -5.4% | -2.3% | -3.1% | -4.0% |
| 30D | -10.7% | -1.2% | -9.5% | -10.3% |
| 3M | -26.2% | +6.3% | -32.5% | -30.1% |
| 6M | -20.9% | +0.6% | -21.5% | -23.2% |
| YTD | -8.6% | +0.6% | -9.2% | -11.8% |
| 1Y | +57.4% | +6.1% | +51.3% | +45.3% |
| 3Y | +77.8% | +102.0% | -24.2% | -0.9% |
| 5Y | +2.7% | +119.2% | -116.5% | -45.6% |
| All | +117.1% | +315.0% | -197.9% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling