-26.4%
BA vs AA
-17.9%
-8.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | -7.1% | -0.6% | -6.5% | -7.2% |
| 3M | -25.5% | -19.7% | -5.9% | -22.5% |
| 6M | -28.7% | -41.6% | +12.9% | -21.5% |
| YTD | -21.0% | -24.6% | +3.6% | -18.7% |
| 1Y | -11.9% | +4.9% | -16.7% | -16.0% |
| 3Y | -16.2% | +66.8% | -83.0% | -31.6% |
| All | -26.4% | -17.9% | -8.5% | -40.2% |
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