+31.0%
F vs AA
+63.2%
-32.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +5.3% | -0.7% | +6.0% | +5.4% |
| 30D | +4.6% | +5.0% | -0.4% | +4.0% |
| 3M | -3.7% | -35.8% | +32.2% | +1.3% |
| 6M | +16.8% | -18.4% | +35.2% | +20.3% |
| YTD | +15.3% | -5.5% | +20.8% | +17.6% |
| 1Y | +31.0% | +61.0% | -30.0% | +27.0% |
| All | +31.0% | +63.2% | -32.2% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling