+2.7%
AA vs MXL
+29.7%
-27.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.0% | -1.8% | -4.2% |
| 7D | -5.4% | +16.6% | -22.0% | -8.3% |
| 30D | -10.7% | +0.5% | -11.2% | -11.5% |
| 3M | -26.2% | -3.6% | -22.5% | -28.9% |
| 6M | -20.9% | +328.0% | -349.0% | -53.6% |
| YTD | -8.6% | +297.8% | -306.5% | -45.5% |
| 1Y | +57.4% | +339.4% | -282.0% | -9.6% |
| 3Y | +77.8% | +201.7% | -123.9% | -1.2% |
| 5Y | +2.7% | +32.8% | -30.1% | -31.8% |
| All | +2.7% | +29.7% | -27.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling