+7.9%
AA vs SIRI
-43.2%
+51.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -0.6% | -3.9% | +3.3% | +0.2% |
| 30D | -1.6% | -0.8% | -0.7% | -1.4% |
| 3M | -29.8% | +4.3% | -34.1% | -30.7% |
| 6M | -16.6% | +34.1% | -50.7% | -21.9% |
| YTD | -4.0% | +47.3% | -51.4% | -12.2% |
| 1Y | +63.5% | +22.9% | +40.6% | +54.8% |
| 3Y | +86.8% | -24.6% | +111.3% | +88.1% |
| All | +7.9% | -43.2% | +51.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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