-15.6%
AA vs SUI
-27.1%
+11.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.0% |
| 7D | +1.1% | -2.4% | +3.6% | +2.3% |
| 30D | -1.3% | +3.3% | -4.6% | -3.3% |
| 3M | -23.9% | +0.7% | -24.6% | -24.7% |
| 6M | -36.8% | -4.1% | -32.7% | -36.3% |
| YTD | -22.2% | -1.8% | -20.4% | -23.2% |
| 1Y | +10.4% | -4.1% | +14.4% | +10.3% |
| 3Y | +72.0% | +17.4% | +54.6% | +46.6% |
| 5Y | -15.6% | -27.0% | +11.4% | -11.3% |
| All | -15.6% | -27.1% | +11.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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