-1.6%
F vs AA
+9.4%
-10.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.1% | -0.3% |
| 7D | -0.6% | +4.8% | -5.4% | -1.5% |
| 30D | +2.9% | -0.6% | +3.5% | +2.9% |
| 3M | -9.5% | -16.3% | +6.8% | -7.1% |
| 6M | +4.0% | -33.4% | +37.4% | +11.6% |
| YTD | -1.3% | -20.7% | +19.4% | +1.2% |
| All | -1.6% | +9.4% | -10.9% | -7.0% |
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