-3.5%
B vs AA
-24.4%
+20.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | +9.4% | +5.0% | +4.4% | +6.5% |
| 3M | +5.0% | -35.8% | +40.8% | +23.2% |
| 6M | -3.5% | -18.4% | +14.8% | +0.5% |
| All | -3.5% | -24.4% | +20.9% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling