+16.0%
AA vs IFF
+44.8%
-28.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.9% | +7.7% | +2.3% |
| 7D | +0.9% | -3.3% | +4.2% | +0.6% |
| 30D | -6.4% | +5.3% | -11.7% | -6.2% |
| 3M | -13.0% | +8.9% | -21.8% | -12.3% |
| 6M | -34.6% | +26.3% | -61.0% | -32.1% |
| YTD | -23.0% | +32.2% | -55.2% | -19.0% |
| 1Y | +16.0% | +45.8% | -29.8% | +24.9% |
| All | +16.0% | +44.8% | -28.8% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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