+53.9%
F vs AA
+10.5%
+43.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +5.3% | -0.7% | +6.0% | +5.5% |
| 30D | +4.6% | +5.0% | -0.4% | +3.3% |
| 3M | -3.7% | -35.8% | +32.2% | +5.9% |
| 6M | +16.8% | -18.4% | +35.2% | +20.6% |
| YTD | +15.3% | -5.5% | +20.8% | +14.1% |
| 1Y | +31.0% | +61.0% | -30.0% | +12.5% |
| 3Y | +45.4% | +66.2% | -20.8% | +17.6% |
| All | +53.9% | +10.5% | +43.5% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling