+69.3%
FERG vs AA
+15.6%
+53.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -15.1% | -1.6% | -13.5% | -15.0% |
| 3M | -4.8% | -29.8% | +25.0% | +0.9% |
| 6M | -2.5% | -16.6% | +14.2% | -0.6% |
| YTD | +1.8% | -4.0% | +5.8% | +0.5% |
| 1Y | -0.3% | +63.5% | -63.8% | -11.8% |
| 3Y | +52.9% | +86.8% | -33.8% | +26.7% |
| 5Y | +69.3% | +12.4% | +56.9% | +47.5% |
| All | +69.3% | +15.6% | +53.7% | +47.5% |
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