+14.4%
FIX vs AA
+13.9%
+0.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.8% | -17.8% | -16.1% |
| 7D | -18.9% | +0.9% | -19.8% | -19.3% |
| 30D | -36.3% | -6.4% | -29.8% | -34.8% |
| 3M | -38.5% | -13.0% | -25.6% | -36.0% |
| 6M | -42.3% | -34.6% | -7.6% | -34.2% |
| YTD | +17.1% | -23.0% | +40.1% | +18.6% |
| 1Y | +14.4% | +16.0% | -1.6% | -7.1% |
| All | +14.4% | +13.9% | +0.5% | -7.1% |
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