+41.6%
AA vs ITUB
+175.8%
-134.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.8% |
| 7D | +0.5% | +1.9% | -1.4% | -0.4% |
| 30D | -0.6% | -22.2% | +21.6% | +10.5% |
| 3M | -19.7% | +2.7% | -22.4% | -23.6% |
| 6M | -41.6% | -3.0% | -38.6% | -43.1% |
| YTD | -24.6% | +7.5% | -32.1% | -31.1% |
| 1Y | +4.9% | +10.5% | -5.6% | -5.8% |
| 3Y | +66.8% | +81.0% | -14.2% | +12.8% |
| 5Y | -19.4% | +181.8% | -201.2% | -58.4% |
| All | +41.6% | +175.8% | -134.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling