-15.8%
F vs AA
-15.4%
-0.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.4% |
| 7D | +1.6% | +0.9% | +0.7% | +1.3% |
| 30D | +2.6% | -6.7% | +9.3% | +4.2% |
| 3M | -8.8% | -16.3% | +7.5% | -5.4% |
| 6M | +4.6% | -37.1% | +41.7% | +15.4% |
| YTD | -1.9% | -25.0% | +23.1% | +2.1% |
| 1Y | -0.8% | +8.6% | -9.3% | -6.0% |
| 3Y | +43.5% | +57.2% | -13.8% | +16.9% |
| All | -15.8% | -15.4% | -0.4% | -21.0% |
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 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