+50.6%
AA vs SU
+67.3%
-16.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | -3.4% | +2.2% | -5.6% | -3.9% |
| 30D | -5.8% | +8.4% | -14.2% | -7.4% |
| 3M | -29.9% | +12.1% | -42.0% | -31.9% |
| 6M | -27.0% | +19.7% | -46.7% | -31.7% |
| YTD | -8.7% | +58.4% | -67.1% | -20.8% |
| 1Y | +50.6% | +67.2% | -16.6% | +25.5% |
| All | +50.6% | +67.3% | -16.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling