+24.8%
ALAB vs AA
+9.4%
+15.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.8% | +8.0% | +10.2% |
| 7D | -5.6% | +4.8% | -10.4% | -7.5% |
| 30D | -36.6% | -0.6% | -36.0% | -35.9% |
| 3M | -35.1% | -16.3% | -18.8% | -29.1% |
| 6M | +8.5% | -33.4% | +42.0% | +33.6% |
| YTD | +30.4% | -20.7% | +51.1% | +30.0% |
| All | +24.8% | +9.4% | +15.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling