+19.1%
AA vs IT
-44.6%
+63.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.4% | +11.0% | +5.4% |
| 7D | +1.7% | -9.1% | +10.8% | +3.9% |
| 30D | +3.3% | -7.0% | +10.3% | +4.7% |
| 3M | -29.4% | +7.6% | -37.0% | -32.0% |
| 6M | -12.8% | +2.1% | -14.9% | -15.7% |
| YTD | -2.1% | -31.6% | +29.5% | +8.0% |
| 1Y | +62.8% | -29.9% | +92.7% | +75.7% |
| 3Y | +90.5% | -51.3% | +141.7% | +132.9% |
| 5Y | +19.1% | -44.8% | +63.9% | +28.0% |
| All | +19.1% | -44.6% | +63.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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