+17.2%
CME vs AA
+6.8%
+10.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.2% |
| 7D | +2.7% | +5.3% | -2.6% | +3.0% |
| 30D | +13.5% | -2.3% | +15.7% | +13.4% |
| 3M | +20.9% | -20.8% | +41.7% | +19.8% |
| 6M | +11.5% | -39.8% | +51.3% | +9.3% |
| YTD | +19.5% | -23.3% | +42.8% | +15.6% |
| 1Y | +17.2% | +1.8% | +15.4% | +10.7% |
| All | +17.2% | +6.8% | +10.4% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling