+50.6%
AA vs MXL
+366.1%
-315.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -0.7% |
| 7D | -3.4% | +18.9% | -22.3% | -4.8% |
| 30D | -5.8% | +0.3% | -6.1% | -6.0% |
| 3M | -29.9% | -8.0% | -21.9% | -30.3% |
| 6M | -27.0% | +341.2% | -368.3% | -47.4% |
| YTD | -8.7% | +327.8% | -336.5% | -34.2% |
| 1Y | +50.6% | +364.9% | -314.3% | +3.7% |
| All | +50.6% | +366.1% | -315.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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