+74.1%
AA vs MXL
+222.8%
-148.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -1.3% |
| 7D | -3.4% | +18.9% | -22.3% | -6.1% |
| 30D | -5.8% | +0.3% | -6.1% | -6.3% |
| 3M | -29.9% | -8.0% | -21.9% | -31.3% |
| 6M | -27.0% | +341.2% | -368.3% | -53.8% |
| YTD | -8.7% | +327.8% | -336.5% | -42.0% |
| 1Y | +50.6% | +364.9% | -314.3% | -7.3% |
| 3Y | +74.1% | +229.2% | -155.2% | +12.9% |
| All | +74.1% | +222.8% | -148.7% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling