+43.8%
EXC vs AA
-15.4%
+59.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.1% |
| 7D | -1.2% | +0.9% | -2.1% | -1.2% |
| 30D | +10.0% | -6.7% | +16.6% | +10.3% |
| 3M | +1.6% | -16.3% | +18.0% | +2.3% |
| 6M | +3.3% | -37.1% | +40.4% | +5.1% |
| YTD | +7.6% | -25.0% | +32.6% | +8.1% |
| 1Y | +3.5% | +8.6% | -5.1% | +1.6% |
| 3Y | +27.7% | +57.2% | -29.6% | +18.8% |
| All | +43.8% | -15.4% | +59.2% | +40.7% |
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 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