+2.7%
AA vs NI
+94.6%
-91.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.4% |
| 7D | -5.4% | -0.6% | -4.8% | -5.0% |
| 30D | -10.7% | -1.4% | -9.3% | -10.0% |
| 3M | -26.2% | -10.6% | -15.6% | -21.4% |
| 6M | -20.9% | -9.9% | -11.0% | -16.6% |
| YTD | -8.6% | +1.2% | -9.8% | -11.0% |
| 1Y | +57.4% | +4.4% | +53.0% | +49.6% |
| 3Y | +77.8% | +68.6% | +9.2% | +17.5% |
| 5Y | +2.7% | +98.0% | -95.3% | -29.2% |
| All | +2.7% | +94.6% | -91.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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