-8.1%
LOW vs AA
+85.7%
-93.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | -10.1% | +3.3% | -13.4% | -10.5% |
| 3M | -2.9% | -29.4% | +26.6% | +0.4% |
| 6M | -19.4% | -12.8% | -6.6% | -19.4% |
| YTD | -15.4% | -2.1% | -13.3% | -17.1% |
| 1Y | -24.9% | +62.8% | -87.7% | -32.2% |
| All | -8.1% | +85.7% | -93.8% | -24.9% |
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