-18.0%
AA vs PAAS
+51.0%
-68.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.4% |
| 7D | +5.3% | -7.0% | +12.3% | +8.9% |
| 30D | -2.3% | -15.3% | +13.0% | +5.2% |
| 3M | -20.8% | -27.7% | +6.9% | -9.1% |
| 6M | -39.8% | -40.5% | +0.6% | -25.1% |
| YTD | -23.3% | -26.5% | +3.2% | -15.7% |
| 1Y | +1.8% | -0.8% | +2.6% | -3.6% |
| 3Y | +69.5% | +196.9% | -127.4% | -14.6% |
| 5Y | -18.0% | +49.2% | -67.1% | -37.7% |
| All | -18.0% | +51.0% | -68.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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