+10.7%
O vs AA
-15.4%
+26.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.0% |
| 7D | +3.7% | +0.9% | +2.8% | +3.6% |
| 30D | +11.2% | -6.7% | +17.9% | +11.6% |
| 3M | -4.0% | -16.3% | +12.4% | -3.0% |
| 6M | -5.2% | -37.1% | +31.9% | -2.7% |
| YTD | +9.5% | -25.0% | +34.5% | +10.3% |
| 1Y | +10.6% | +8.6% | +2.0% | +7.9% |
| 3Y | +38.1% | +57.2% | -19.1% | +26.4% |
| All | +10.7% | -15.4% | +26.1% | +2.5% |
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