+264.4%
AA vs SUI
+4,037.5%
-3,773.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | -0.7% | -2.8% | +2.1% | +0.7% |
| 30D | +5.0% | -1.2% | +6.2% | +5.5% |
| 3M | -35.8% | -1.7% | -34.1% | -35.7% |
| 6M | -18.4% | -10.5% | -7.9% | -14.5% |
| YTD | -5.5% | -1.8% | -3.6% | -5.9% |
| 1Y | +61.0% | -4.1% | +65.0% | +61.2% |
| 3Y | +66.2% | +11.3% | +55.0% | +52.3% |
| 5Y | +11.4% | -32.1% | +43.5% | +29.3% |
| 10Y | +116.9% | +110.4% | +6.4% | +33.9% |
| All | +264.4% | +4,037.5% | -3,773.1% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling