-15.5%
AA vs SUI
-25.7%
+10.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.7% |
| 7D | -3.7% | +8.8% | -12.5% | -7.6% |
| 30D | -10.8% | +8.9% | -19.7% | -14.9% |
| 3M | -19.1% | +2.0% | -21.1% | -20.4% |
| 6M | -38.7% | -0.6% | -38.1% | -39.2% |
| YTD | -27.1% | +1.3% | -28.5% | -29.1% |
| 1Y | +8.3% | +1.3% | +7.1% | +5.3% |
| 3Y | +49.6% | +16.3% | +33.3% | +29.0% |
| 5Y | -15.5% | -25.1% | +9.6% | -12.0% |
| All | -15.5% | -25.7% | +10.2% | -12.0% |
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