+153.0%
HYG vs AA
-27.6%
+180.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | -0.2% | -0.6% | +0.5% | -0.1% |
| 30D | -0.1% | -1.6% | +1.5% | 0.0% |
| 3M | +0.7% | -29.8% | +30.5% | +3.7% |
| 6M | +1.5% | -16.6% | +18.1% | +2.4% |
| YTD | +1.9% | -4.0% | +6.0% | +1.2% |
| 1Y | +3.7% | +63.5% | -59.8% | -2.8% |
| 3Y | +26.5% | +86.8% | -60.3% | +13.8% |
| 5Y | +19.0% | +12.4% | +6.6% | +8.7% |
| 10Y | +56.5% | +132.3% | -75.8% | +18.9% |
| All | +153.0% | -27.6% | +180.6% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling