-23.9%
DOW vs AA
+67.3%
-91.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -3.0% |
| 7D | -9.4% | +4.8% | -14.2% | -10.7% |
| 30D | +8.9% | -0.6% | +9.6% | +8.8% |
| 3M | +6.7% | -16.3% | +23.0% | +11.5% |
| 6M | -14.2% | -33.4% | +19.2% | -5.7% |
| YTD | +36.9% | -20.7% | +57.6% | +39.3% |
| 1Y | +45.8% | +12.9% | +32.8% | +30.3% |
| 3Y | -23.9% | +75.7% | -99.6% | -44.1% |
| All | -23.9% | +67.3% | -91.2% | -44.1% |
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