-17.4%
AA vs MXL
-19.3%
+1.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -0.7% |
| 7D | +0.5% | +13.4% | -12.9% | -2.0% |
| 30D | -0.6% | -29.2% | +28.6% | +4.6% |
| 3M | -19.7% | -27.2% | +7.6% | -17.5% |
| 6M | -41.6% | -36.4% | -5.2% | -41.0% |
| YTD | -24.6% | +220.0% | -244.7% | -54.5% |
| 1Y | +4.9% | +304.8% | -299.9% | -41.2% |
| 3Y | +66.8% | +238.5% | -171.6% | -15.3% |
| All | -17.4% | -19.3% | +1.9% | -43.1% |
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