+112.5%
NET vs AA
+10.5%
+102.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.2% |
| 7D | -7.0% | -0.7% | -6.3% | -6.8% |
| 30D | -4.8% | +5.0% | -9.8% | -6.7% |
| 3M | +3.8% | -35.8% | +39.7% | +19.7% |
| 6M | +50.0% | -18.4% | +68.4% | +56.3% |
| YTD | +41.5% | -5.5% | +47.0% | +37.7% |
| 1Y | +32.8% | +61.0% | -28.1% | +4.3% |
| 3Y | +335.9% | +66.2% | +269.7% | +207.8% |
| All | +112.5% | +10.5% | +102.0% | +91.0% |
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 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