+1,376.8%
BAC vs AA
+295.2%
+1,081.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -0.4% | +5.0% | -5.4% | -2.8% |
| 3M | +16.9% | -35.8% | +52.7% | +35.5% |
| 6M | +26.6% | -18.4% | +45.0% | +31.3% |
| YTD | +15.8% | -5.5% | +21.3% | +12.0% |
| 1Y | +27.2% | +61.0% | -33.8% | -2.0% |
| 3Y | +132.4% | +66.2% | +66.2% | +60.5% |
| 5Y | +72.6% | +11.4% | +61.2% | +20.7% |
| 10Y | +389.7% | +116.9% | +272.9% | +97.0% |
| All | +1,376.8% | +295.2% | +1,081.7% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling