+26.9%
LOW vs AA
+73.1%
-46.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.4% |
| 7D | +1.0% | +1.1% | -0.2% | +0.8% |
| 30D | +25.6% | -1.3% | +26.9% | +25.6% |
| 3M | +5.3% | -23.9% | +29.3% | +7.8% |
| 6M | +3.7% | -36.8% | +40.5% | +7.4% |
| YTD | -1.9% | -22.2% | +20.3% | -1.7% |
| 1Y | +0.6% | +10.4% | -9.8% | -4.0% |
| All | +26.9% | +73.1% | -46.1% | +4.2% |
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