+47.7%
CI vs AA
-15.4%
+63.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.8% |
| 7D | -1.6% | +0.9% | -2.4% | -1.6% |
| 30D | +5.4% | -6.7% | +12.1% | +5.8% |
| 3M | +7.3% | -16.3% | +23.6% | +8.2% |
| 6M | +5.3% | -37.1% | +42.4% | +7.7% |
| YTD | +8.5% | -25.0% | +33.5% | +9.2% |
| 1Y | +17.1% | +8.6% | +8.5% | +14.7% |
| 3Y | +1.4% | +57.2% | -55.8% | -6.0% |
| All | +47.7% | -15.4% | +63.1% | +40.8% |
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