+32.8%
NET vs AA
+63.2%
-30.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.6% |
| 7D | -7.0% | -0.7% | -6.3% | -6.9% |
| 30D | -4.8% | +5.0% | -9.8% | -5.8% |
| 3M | +3.8% | -35.8% | +39.7% | +11.7% |
| 6M | +50.0% | -18.4% | +68.4% | +54.8% |
| YTD | +41.5% | -5.5% | +47.0% | +39.1% |
| 1Y | +32.8% | +61.0% | -28.1% | +12.0% |
| All | +32.8% | +63.2% | -30.4% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling