+97.5%
MO vs AA
+10.6%
+86.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.4% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | +3.6% | -1.6% | +5.1% | +3.6% |
| 3M | -3.7% | -29.8% | +26.1% | -2.5% |
| 6M | +4.5% | -16.6% | +21.1% | +4.7% |
| YTD | +21.5% | -4.0% | +25.5% | +20.7% |
| 1Y | +9.5% | +63.5% | -54.0% | +5.4% |
| 3Y | +93.6% | +86.8% | +6.8% | +79.6% |
| All | +97.5% | +10.6% | +86.8% | +86.3% |
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