+53.5%
BE vs AA
-24.4%
+77.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.0% |
| 7D | +20.0% | -0.7% | +20.7% | +20.2% |
| 30D | +7.9% | +5.0% | +2.9% | +5.0% |
| 3M | -13.2% | -35.8% | +22.6% | -3.5% |
| 6M | +53.5% | -18.4% | +71.9% | +61.4% |
| All | +53.5% | -24.4% | +77.9% | +61.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling