+12.4%
AA vs SYY
+22.4%
-10.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.8% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -1.6% | -2.7% | +1.2% | -0.5% |
| 3M | -29.8% | +5.9% | -35.7% | -31.7% |
| 6M | -16.6% | -2.3% | -14.3% | -17.0% |
| YTD | -4.0% | +13.1% | -17.1% | -12.5% |
| 1Y | +63.5% | +3.8% | +59.8% | +55.9% |
| 3Y | +86.8% | +26.7% | +60.0% | +51.9% |
| 5Y | +12.4% | +19.4% | -7.1% | -9.1% |
| All | +12.4% | +22.4% | -10.0% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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