+19.1%
AA vs IBN
+56.7%
-37.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.1% | +4.5% |
| 7D | +1.7% | -2.2% | +3.8% | +2.4% |
| 30D | +3.3% | -2.3% | +5.6% | +4.1% |
| 3M | -29.4% | +15.9% | -45.3% | -33.5% |
| 6M | -12.8% | +5.6% | -18.4% | -15.1% |
| YTD | -2.1% | -0.1% | -2.1% | -2.8% |
| 1Y | +62.8% | -6.5% | +69.3% | +65.2% |
| 3Y | +90.5% | +29.3% | +61.2% | +60.3% |
| 5Y | +19.1% | +56.6% | -37.5% | -9.7% |
| All | +19.1% | +56.7% | -37.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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