+83.0%
AA vs VSXY
+353.1%
-270.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.3% |
| 7D | -0.6% | -10.7% | +10.1% | +1.3% |
| 30D | -1.6% | -24.3% | +22.7% | +3.2% |
| 3M | -29.8% | +1.0% | -30.8% | -30.4% |
| 6M | -16.6% | +57.4% | -74.0% | -25.4% |
| YTD | -4.0% | +39.8% | -43.8% | -12.6% |
| 1Y | +63.5% | +196.5% | -133.0% | +28.0% |
| All | +83.0% | +353.1% | -270.2% | +24.8% |
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