+77.2%
DE vs AA
+85.7%
-8.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -2.4% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | +9.6% | +3.3% | +6.3% | +8.9% |
| 3M | +19.0% | -29.4% | +48.4% | +25.0% |
| 6M | +16.1% | -12.8% | +28.9% | +17.1% |
| YTD | +47.0% | -2.1% | +49.2% | +44.4% |
| 1Y | +43.1% | +62.8% | -19.6% | +26.4% |
| All | +77.2% | +85.7% | -8.5% | +42.7% |
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 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