-14.8%
AA vs SUI
-26.3%
+11.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.6% |
| 7D | +0.9% | +6.2% | -5.3% | -2.1% |
| 30D | -6.7% | +8.6% | -15.3% | -10.9% |
| 3M | -16.3% | +1.0% | -17.3% | -17.3% |
| 6M | -37.1% | -2.6% | -34.5% | -37.0% |
| YTD | -25.0% | -0.1% | -24.9% | -26.6% |
| 1Y | +8.6% | +0.5% | +8.1% | +5.8% |
| 3Y | +57.2% | +15.3% | +42.0% | +36.0% |
| All | -14.8% | -26.3% | +11.5% | -10.8% |
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