+2,340.5%
EXC vs AA
+295.2%
+2,045.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.1% | -0.8% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -3.7% | +5.0% | -8.7% | -4.6% |
| 3M | -1.3% | -35.8% | +34.5% | +4.7% |
| 6M | -9.7% | -18.4% | +8.7% | -8.2% |
| YTD | +2.9% | -5.5% | +8.4% | +1.7% |
| 1Y | +4.4% | +61.0% | -56.6% | -5.9% |
| 3Y | +22.2% | +66.2% | -44.0% | +4.3% |
| 5Y | +46.7% | +11.4% | +35.3% | +26.1% |
| 10Y | +155.3% | +116.9% | +38.5% | +65.9% |
| All | +2,340.5% | +295.2% | +2,045.4% | +1,110.8% |
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