+48.4%
IR vs AA
+10.5%
+37.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -15.1% | +5.0% | -20.1% | -16.3% |
| 3M | +6.1% | -35.8% | +41.9% | +15.4% |
| 6M | -16.8% | -18.4% | +1.6% | -14.8% |
| YTD | -3.5% | -5.5% | +1.9% | -5.0% |
| 1Y | -3.5% | +61.0% | -64.5% | -16.6% |
| 3Y | +9.5% | +66.2% | -56.7% | -9.9% |
| All | +48.4% | +10.5% | +37.9% | +27.0% |
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