+53.5%
F vs AA
+67.3%
-13.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.1% | -0.6% |
| 7D | -0.6% | +4.8% | -5.4% | -1.7% |
| 30D | +2.9% | -0.6% | +3.5% | +2.9% |
| 3M | -9.5% | -16.3% | +6.8% | -6.2% |
| 6M | +4.0% | -33.4% | +37.4% | +13.1% |
| YTD | -1.3% | -20.7% | +19.4% | +1.3% |
| 1Y | -1.9% | +12.9% | -14.9% | -8.3% |
| 3Y | +53.5% | +75.7% | -22.2% | +14.5% |
| All | +53.5% | +67.3% | -13.9% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling