-26.4%
NOW vs AA
-15.4%
-11.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -3.0% | +0.9% | -3.9% | -3.1% |
| 30D | -26.0% | -6.7% | -19.4% | -25.2% |
| 3M | -13.1% | -16.3% | +3.2% | -10.7% |
| 6M | +14.5% | -37.1% | +51.6% | +22.7% |
| YTD | -33.4% | -25.0% | -8.4% | -32.0% |
| 1Y | -40.6% | +8.6% | -49.2% | -44.0% |
| 3Y | -16.3% | +57.2% | -73.6% | -30.9% |
| All | -26.4% | -15.4% | -11.0% | -33.4% |
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