+12.4%
AA vs STT
+145.1%
-132.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -0.7% | +0.5% | -1.2% | -1.1% |
| 30D | +5.0% | +3.9% | +1.1% | +1.6% |
| 3M | -35.8% | +20.0% | -55.8% | -44.5% |
| 6M | -18.4% | +55.3% | -73.7% | -42.6% |
| YTD | -5.5% | +53.3% | -58.8% | -32.9% |
| 1Y | +61.0% | +74.7% | -13.7% | +3.7% |
| 3Y | +66.2% | +205.8% | -139.6% | -28.7% |
| All | +12.4% | +145.1% | -132.6% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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