+4.2%
AA vs NXT
+178.8%
-174.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.4% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +5.0% | -15.3% | +20.3% | +9.0% |
| 3M | -35.8% | -43.8% | +8.0% | -27.4% |
| 6M | -18.4% | -18.7% | +0.3% | -16.5% |
| YTD | -5.5% | -3.0% | -2.5% | -7.8% |
| 1Y | +61.0% | +22.7% | +38.2% | +46.9% |
| 3Y | +66.2% | +95.9% | -29.7% | +23.8% |
| All | +4.2% | +178.8% | -174.6% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling