+14.5%
FIX vs AA
+9.4%
+5.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +7.1% |
| 7D | -7.2% | +4.8% | -12.1% | -8.8% |
| 30D | -35.1% | -0.6% | -34.5% | -34.9% |
| 3M | -34.3% | -16.3% | -18.0% | -30.4% |
| 6M | -42.9% | -33.4% | -9.5% | -35.2% |
| YTD | +19.5% | -20.7% | +40.1% | +19.7% |
| All | +14.5% | +9.4% | +5.2% | -2.9% |
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