+2,451.3%
EXC vs AA
+213.5%
+2,237.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.3% |
| 30D | +10.0% | -6.7% | +16.6% | +10.9% |
| 3M | +1.6% | -16.3% | +18.0% | +3.9% |
| 6M | +3.3% | -37.1% | +40.4% | +9.4% |
| YTD | +7.6% | -25.0% | +32.6% | +9.8% |
| 1Y | +3.5% | +8.6% | -5.1% | -0.6% |
| 3Y | +27.7% | +57.2% | -29.6% | +9.8% |
| 5Y | +41.1% | -13.0% | +54.2% | +26.6% |
| 10Y | +178.2% | +65.5% | +112.7% | +88.6% |
| All | +2,451.3% | +213.5% | +2,237.8% | +1,207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling