+1,046.7%
FIX vs AA
-9.6%
+1,056.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +7.8% |
| 7D | -7.2% | +4.8% | -12.1% | -8.4% |
| 30D | -35.1% | -0.6% | -34.5% | -34.8% |
| 3M | -34.3% | -16.3% | -18.0% | -31.2% |
| 6M | -42.9% | -33.4% | -9.5% | -37.0% |
| YTD | +19.5% | -20.7% | +40.1% | +25.0% |
| 1Y | +16.8% | +12.9% | +3.8% | +11.7% |
| 3Y | +506.7% | +75.7% | +431.0% | +411.1% |
| 5Y | +1,046.7% | -6.8% | +1,053.5% | +920.0% |
| All | +1,046.7% | -9.6% | +1,056.3% | +920.0% |
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