-21.9%
BA vs AA
-9.6%
-12.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -1.8% |
| 7D | -1.7% | +4.8% | -6.5% | -2.7% |
| 30D | -9.5% | -0.6% | -8.8% | -9.5% |
| 3M | -26.5% | -16.3% | -10.2% | -24.1% |
| 6M | -27.4% | -33.4% | +6.0% | -22.2% |
| YTD | -20.6% | -20.7% | +0.1% | -19.1% |
| 1Y | -11.4% | +12.9% | -24.4% | -16.9% |
| 3Y | -10.8% | +75.7% | -86.5% | -27.8% |
| 5Y | -21.9% | -6.8% | -15.1% | -35.5% |
| All | -21.9% | -9.6% | -12.3% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling