+64.8%
AA vs MXL
+249.5%
-184.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -3.5% |
| 7D | -0.7% | +1.6% | -2.3% | -1.3% |
| 30D | +5.0% | -7.0% | +12.0% | +5.7% |
| 3M | -35.8% | -33.4% | -2.4% | -32.8% |
| 6M | -18.4% | +260.2% | -278.6% | -53.9% |
| YTD | -5.5% | +260.0% | -265.4% | -46.9% |
| 1Y | +61.0% | +303.5% | -242.5% | -13.5% |
| 3Y | +66.2% | +160.4% | -94.2% | -11.2% |
| 5Y | +11.4% | +14.7% | -3.3% | -28.8% |
| 10Y | +116.9% | +215.6% | -98.7% | -8.1% |
| All | +64.8% | +249.5% | -184.7% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling