+66.8%
AA vs VSXY
+455.0%
-388.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.0% |
| 7D | +0.5% | -1.7% | +2.2% | +0.9% |
| 30D | -0.6% | +20.1% | -20.7% | -4.0% |
| 3M | -19.7% | +16.6% | -36.2% | -22.5% |
| 6M | -41.6% | +134.9% | -176.5% | -51.6% |
| YTD | -24.6% | +96.0% | -120.6% | -36.0% |
| 1Y | +4.9% | +203.8% | -198.9% | -19.1% |
| 3Y | +66.8% | +465.3% | -398.5% | -3.2% |
| All | +66.8% | +455.0% | -388.2% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling