-4.9%
LQD vs AA
+10.6%
-15.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | 0.0% | -0.6% | +0.6% | 0.0% |
| 30D | -0.2% | -1.6% | +1.4% | -0.2% |
| 3M | -1.7% | -29.8% | +28.1% | -0.8% |
| 6M | -2.7% | -16.6% | +13.9% | -2.4% |
| YTD | -1.4% | -4.0% | +2.6% | -1.7% |
| 1Y | -1.0% | +63.5% | -64.5% | -3.0% |
| 3Y | +15.1% | +86.8% | -71.7% | +11.2% |
| All | -4.9% | +10.6% | -15.6% | -5.8% |
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