+16.0%
AA vs MULL
+444.9%
-428.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -13.8% | +16.5% | +4.3% |
| 7D | +0.9% | -35.9% | +36.8% | +5.6% |
| 30D | -6.4% | -47.3% | +40.9% | -0.5% |
| 3M | -13.0% | -30.6% | +17.6% | -11.1% |
| 6M | -34.6% | +13.7% | -48.3% | -41.3% |
| YTD | -23.0% | +272.1% | -295.2% | -43.3% |
| 1Y | +16.0% | +475.1% | -459.1% | -21.6% |
| All | +16.0% | +444.9% | -428.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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