-38.6%
AA vs ITOT
+875.1%
-913.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.1% |
| 7D | +0.5% | +2.5% | -2.0% | -3.2% |
| 30D | -0.6% | -1.7% | +1.1% | +2.3% |
| 3M | -19.7% | -3.4% | -16.3% | -15.0% |
| 6M | -41.6% | +2.1% | -43.7% | -43.1% |
| YTD | -24.6% | +11.5% | -36.1% | -36.3% |
| 1Y | +4.9% | +13.6% | -8.8% | -13.7% |
| 3Y | +66.8% | +77.2% | -10.4% | -29.6% |
| 5Y | -19.4% | +64.4% | -83.8% | -60.6% |
| 10Y | +43.1% | +288.6% | -245.5% | -80.6% |
| All | -38.6% | +875.1% | -913.7% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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