+42.5%
CI vs AA
+10.5%
+32.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.4% |
| 30D | +4.4% | +5.0% | -0.5% | +4.0% |
| 3M | +0.7% | -35.8% | +36.5% | +3.3% |
| 6M | +0.3% | -18.4% | +18.7% | +1.0% |
| YTD | +3.8% | -5.5% | +9.3% | +3.2% |
| 1Y | -5.5% | +61.0% | -66.5% | -9.6% |
| 3Y | +8.1% | +66.2% | -58.1% | +0.6% |
| All | +42.5% | +10.5% | +32.1% | +34.3% |
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 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