-21.9%
AS vs ITOT
+20.8%
-42.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +4.0% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -19.6% | 0.0% | -19.6% | -19.6% |
| 3M | -14.4% | +2.0% | -16.3% | -17.0% |
| 6M | -20.1% | +13.0% | -33.2% | -35.7% |
| YTD | -20.9% | +14.0% | -34.9% | -36.8% |
| 1Y | -21.9% | +19.9% | -41.8% | -41.9% |
| All | -21.9% | +20.8% | -42.7% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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