+44.1%
IR vs AA
-15.4%
+59.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.8% |
| 7D | +3.7% | +0.9% | +2.8% | +3.5% |
| 30D | +7.4% | -6.7% | +14.1% | +9.0% |
| 3M | -5.9% | -16.3% | +10.4% | -2.8% |
| 6M | +5.6% | -37.1% | +42.7% | +14.9% |
| YTD | +4.8% | -25.0% | +29.8% | +8.1% |
| 1Y | +6.9% | +8.6% | -1.6% | +0.9% |
| 3Y | +27.6% | +57.2% | -29.7% | +5.5% |
| All | +44.1% | -15.4% | +59.5% | +32.8% |
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 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