+66.8%
AA vs MXL
+237.7%
-170.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -0.9% |
| 7D | +0.5% | +13.4% | -12.9% | -1.5% |
| 30D | -0.6% | -29.2% | +28.6% | +3.5% |
| 3M | -19.7% | -27.2% | +7.6% | -17.9% |
| 6M | -41.6% | -36.4% | -5.2% | -41.0% |
| YTD | -24.6% | +220.0% | -244.7% | -50.8% |
| 1Y | +4.9% | +304.8% | -299.9% | -36.0% |
| 3Y | +66.8% | +238.5% | -171.6% | -22.0% |
| All | +66.8% | +237.7% | -170.8% | -22.0% |
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