+589.4%
SE vs AA
+11.6%
+577.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -6.1% | -0.7% | -5.4% | -5.9% |
| 30D | -2.5% | +5.0% | -7.4% | -3.6% |
| 3M | +21.7% | -35.8% | +57.5% | +35.4% |
| 6M | +27.0% | -18.4% | +45.4% | +31.1% |
| YTD | -12.1% | -5.5% | -6.7% | -13.4% |
| 1Y | -40.9% | +61.0% | -101.9% | -50.0% |
| 3Y | +191.0% | +66.2% | +124.8% | +130.6% |
| 5Y | -68.3% | +11.4% | -79.7% | -73.0% |
| All | +589.4% | +11.6% | +577.8% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling