+1,251.0%
BE vs AA
+17.0%
+1,233.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.5% | +6.1% | +7.8% |
| 7D | +29.8% | +1.7% | +28.1% | +28.7% |
| 30D | +26.4% | +3.3% | +23.1% | +23.3% |
| 3M | +9.3% | -29.4% | +38.7% | +29.2% |
| 6M | +105.1% | -12.8% | +117.9% | +111.4% |
| YTD | +219.0% | -2.1% | +221.2% | +210.4% |
| 1Y | +418.8% | +62.8% | +356.0% | +285.0% |
| 3Y | +1,784.6% | +90.5% | +1,694.1% | +1,129.4% |
| 5Y | +1,251.0% | +19.1% | +1,231.9% | +972.5% |
| All | +1,251.0% | +17.0% | +1,233.9% | +972.5% |
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