+13.8%
FIX vs AA
+4.5%
+9.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +1.1% |
| 7D | -13.9% | +1.2% | -15.2% | -14.3% |
| 30D | -35.5% | -5.0% | -30.5% | -34.2% |
| 3M | -33.9% | -22.2% | -11.7% | -28.0% |
| 6M | -43.3% | -36.3% | -7.0% | -34.5% |
| YTD | +18.7% | -24.2% | +42.8% | +21.0% |
| 1Y | +13.8% | +3.9% | +9.9% | -1.9% |
| All | +13.8% | +4.5% | +9.2% | -1.9% |
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