+107.2%
AS vs BOXX
+12.2%
+95.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.8% | +0.1% | -2.8% | -2.8% |
| 30D | -23.2% | +0.3% | -23.5% | -23.1% |
| 3M | -20.1% | +1.0% | -21.1% | -19.1% |
| 6M | -18.5% | +1.9% | -20.4% | -15.6% |
| YTD | -25.6% | +2.6% | -28.3% | -22.0% |
| 1Y | -24.4% | +4.0% | -28.4% | -18.2% |
| All | +107.2% | +12.2% | +95.1% | +304.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 10y: compounded portfolio wealth divided by compounded BOXX 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…
10y analysis · Full analysis span regression · 6 months rolling