+41.8%
AA vs VSXY
+37.4%
+4.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.7% |
| 7D | -0.7% | -14.0% | +13.3% | +2.2% |
| 30D | +5.0% | -15.9% | +20.9% | +8.3% |
| 3M | -35.8% | +3.4% | -39.2% | -36.8% |
| 6M | -18.4% | +25.9% | -44.3% | -24.8% |
| YTD | -5.5% | +39.5% | -45.0% | -15.1% |
| 1Y | +61.0% | +194.4% | -133.4% | +21.5% |
| 3Y | +66.2% | +281.4% | -215.2% | +7.1% |
| 5Y | +11.4% | +12.8% | -1.4% | -13.6% |
| All | +41.8% | +37.4% | +4.4% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling