+9.1%
IR vs AA
+13.9%
-4.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | +11.6% | +0.9% | +10.7% | +11.4% |
| 30D | +7.2% | -6.4% | +13.6% | +7.9% |
| 3M | -5.9% | -13.0% | +7.1% | -4.8% |
| 6M | +11.5% | -34.6% | +46.1% | +15.8% |
| YTD | +6.3% | -23.0% | +29.4% | +5.6% |
| 1Y | +9.1% | +16.0% | -6.9% | +1.8% |
| All | +9.1% | +13.9% | -4.8% | +1.8% |
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