+75.7%
AA vs NXT
+194.0%
-118.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +4.8% | +15.1% | -10.3% | +1.5% |
| 30D | -0.6% | +21.8% | -22.5% | -5.3% |
| 3M | -16.3% | +1.6% | -17.8% | -17.2% |
| 6M | -33.4% | -16.7% | -16.7% | -31.9% |
| YTD | -20.7% | +20.4% | -41.1% | -26.4% |
| 1Y | +12.9% | +0.2% | +12.7% | +8.7% |
| 3Y | +75.7% | +208.7% | -133.0% | +10.1% |
| All | +75.7% | +194.0% | -118.3% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling