-10.1%
BA vs AA
+52.9%
-63.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | -7.9% | -6.7% | -1.2% | -6.8% |
| 3M | -25.3% | -16.3% | -9.0% | -23.1% |
| 6M | -24.6% | -37.1% | +12.5% | -18.6% |
| YTD | -20.1% | -25.0% | +4.9% | -18.2% |
| 1Y | -11.8% | +8.6% | -20.3% | -17.3% |
| 3Y | -10.1% | +57.2% | -67.4% | -24.8% |
| All | -10.1% | +52.9% | -63.0% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling