+12.4%
AA vs PPL
+39.5%
-27.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | +2.7% | -3.4% | -2.0% |
| 30D | +5.0% | +0.5% | +4.5% | +4.6% |
| 3M | -35.8% | +0.7% | -36.5% | -36.3% |
| 6M | -18.4% | -7.6% | -10.8% | -15.4% |
| YTD | -5.5% | +1.8% | -7.3% | -7.7% |
| 1Y | +61.0% | -0.8% | +61.7% | +58.9% |
| 3Y | +66.2% | +56.9% | +9.3% | +14.0% |
| All | +12.4% | +39.5% | -27.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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