+52.2%
EW vs AA
+52.9%
-0.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.1% |
| 7D | +11.0% | +0.9% | +10.1% | +10.9% |
| 30D | +19.1% | -6.7% | +25.8% | +19.6% |
| 3M | +14.4% | -16.3% | +30.7% | +15.7% |
| 6M | +22.8% | -37.1% | +59.9% | +26.6% |
| YTD | +19.8% | -25.0% | +44.8% | +21.3% |
| 1Y | +23.9% | +8.6% | +15.3% | +21.4% |
| 3Y | +52.2% | +57.2% | -5.0% | +33.6% |
| All | +52.2% | +52.9% | -0.7% | +33.6% |
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