+88.7%
AA vs HIG
+992.6%
-903.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -1.3% | +5.4% | -6.6% | -3.0% |
| 3M | -23.9% | -0.9% | -23.0% | -24.0% |
| 6M | -36.8% | +4.8% | -41.6% | -38.4% |
| YTD | -22.2% | +0.9% | -23.1% | -23.5% |
| 1Y | +10.4% | +6.5% | +3.9% | +6.6% |
| 3Y | +72.0% | +95.7% | -23.7% | +36.3% |
| 5Y | -15.6% | +107.1% | -122.7% | -33.5% |
| 10Y | +47.8% | +262.6% | -214.9% | -0.4% |
| All | +88.7% | +992.6% | -903.9% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling