-38.7%
AA vs SUI
-0.2%
-38.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.2% |
| 7D | -3.7% | +8.8% | -12.5% | -2.4% |
| 30D | -10.8% | +8.9% | -19.7% | -10.0% |
| 3M | -19.1% | +2.0% | -21.1% | -19.4% |
| 6M | -38.7% | -0.6% | -38.1% | -37.4% |
| All | -38.7% | -0.2% | -38.5% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling