+894.6%
FIX vs AA
-12.1%
+906.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.3% | -6.3% | -10.1% |
| 7D | -27.2% | -3.7% | -23.6% | -26.5% |
| 30D | -46.9% | -10.8% | -36.1% | -45.2% |
| 3M | -44.4% | -19.1% | -25.3% | -41.4% |
| 6M | -50.9% | -38.7% | -12.2% | -44.6% |
| YTD | +3.5% | -27.1% | +30.7% | +10.8% |
| 1Y | -2.1% | +8.3% | -10.4% | -5.3% |
| 3Y | +418.7% | +49.6% | +369.2% | +353.4% |
| 5Y | +894.6% | -15.5% | +910.0% | +809.4% |
| All | +894.6% | -12.1% | +906.6% | +809.4% |
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