+6.5%
FIX vs AA
+10.6%
-4.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.3% |
| 7D | -17.5% | +0.9% | -18.3% | -17.7% |
| 30D | -41.6% | -6.7% | -34.9% | -40.0% |
| 3M | -40.6% | -16.3% | -24.2% | -37.1% |
| 6M | -49.4% | -37.1% | -12.3% | -41.3% |
| YTD | +9.2% | -25.0% | +34.2% | +11.8% |
| 1Y | +6.5% | +8.6% | -2.1% | -10.7% |
| All | +6.5% | +10.6% | -4.2% | -10.7% |
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