+219.1%
AA vs IP
+345.0%
-125.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.9% |
| 7D | +0.9% | +3.4% | -2.5% | -1.2% |
| 30D | -6.4% | +11.2% | -17.7% | -12.5% |
| 3M | -13.0% | -14.8% | +1.8% | -5.1% |
| 6M | -34.6% | +17.3% | -51.9% | -42.2% |
| YTD | -23.0% | -6.2% | -16.9% | -25.3% |
| 1Y | +16.0% | +2.3% | +13.6% | +6.5% |
| 3Y | +58.0% | +17.7% | +40.3% | +28.3% |
| 5Y | -7.9% | -8.4% | +0.6% | -12.6% |
| 10Y | +69.9% | +32.1% | +37.8% | +30.3% |
| All | +219.1% | +345.0% | -125.9% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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