+685.3%
AU vs BBWI
-69.5%
+754.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.2% |
| 7D | -7.0% | -8.0% | +1.0% | -6.5% |
| 30D | +7.3% | -6.6% | +13.9% | +7.6% |
| 3M | +33.2% | -2.7% | +35.9% | +33.1% |
| 6M | -0.6% | -12.8% | +12.2% | -0.2% |
| YTD | +26.2% | -10.5% | +36.6% | +26.0% |
| 1Y | +68.3% | -35.3% | +103.6% | +70.5% |
| 3Y | +592.1% | -47.7% | +639.9% | +601.4% |
| 5Y | +685.3% | -68.9% | +754.1% | +644.5% |
| All | +685.3% | -69.5% | +754.7% | +644.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling