+2.7%
AA vs UUUU
+111.0%
-108.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.3% | +1.5% | -3.0% |
| 7D | -5.4% | -5.0% | -0.4% | -4.0% |
| 30D | -10.7% | -7.8% | -2.9% | -8.9% |
| 3M | -26.2% | -0.4% | -25.7% | -26.7% |
| 6M | -20.9% | -32.9% | +11.9% | -14.1% |
| YTD | -8.6% | -6.3% | -2.4% | -11.6% |
| 1Y | +57.4% | +7.9% | +49.5% | +38.0% |
| 3Y | +77.8% | +85.2% | -7.4% | +15.7% |
| 5Y | +2.7% | +97.0% | -94.3% | -36.6% |
| All | +2.7% | +111.0% | -108.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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