-0.9%
BA vs AA
+10.5%
-11.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -11.6% | +5.0% | -16.6% | -12.7% |
| 3M | -2.4% | -35.8% | +33.5% | +6.1% |
| 6M | -6.6% | -18.4% | +11.8% | -4.3% |
| YTD | -2.2% | -5.5% | +3.2% | -3.6% |
| 1Y | -8.0% | +61.0% | -69.0% | -20.0% |
| 3Y | -5.0% | +66.2% | -71.2% | -21.8% |
| All | -0.9% | +10.5% | -11.4% | -17.7% |
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