-18.0%
AA vs NI
+114.7%
-132.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | +5.3% | +3.1% | +2.2% | +3.4% |
| 30D | -2.3% | +11.2% | -13.4% | -8.2% |
| 3M | -20.8% | +9.8% | -30.7% | -25.2% |
| 6M | -39.8% | -1.6% | -38.2% | -39.4% |
| YTD | -23.3% | +12.6% | -35.9% | -30.0% |
| 1Y | +1.8% | +7.8% | -6.0% | -4.3% |
| 3Y | +69.5% | +100.5% | -31.0% | -2.1% |
| 5Y | -18.0% | +114.4% | -132.4% | -54.1% |
| All | -18.0% | +114.7% | -132.7% | -54.1% |
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