+156.8%
BITO vs AA
+73.4%
+83.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.2% |
| 7D | -5.8% | -5.4% | -0.4% | -4.7% |
| 30D | +21.1% | -10.7% | +31.8% | +24.1% |
| 3M | +23.5% | -26.2% | +49.7% | +31.6% |
| 6M | +8.3% | -20.9% | +29.2% | +11.7% |
| YTD | -13.9% | -8.6% | -5.2% | -14.8% |
| 1Y | -34.5% | +57.4% | -91.9% | -43.7% |
| All | +156.8% | +73.4% | +83.5% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling