+23.9%
IR vs AA
+67.6%
-43.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | +2.5% | +0.5% | +2.0% | +2.4% |
| 30D | +9.2% | -0.6% | +9.8% | +9.2% |
| 3M | +0.9% | -19.7% | +20.6% | +5.1% |
| 6M | +19.2% | -41.6% | +60.8% | +31.2% |
| YTD | +7.5% | -24.6% | +32.1% | +10.0% |
| 1Y | +11.7% | +4.9% | +6.9% | +5.4% |
| 3Y | +23.9% | +66.8% | -42.9% | +5.3% |
| All | +23.9% | +67.6% | -43.7% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling