+11.1%
SMR vs AA
-30.2%
+41.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.5% | +11.7% | +13.5% |
| 7D | +21.4% | +1.7% | +19.7% | +20.6% |
| 30D | +13.8% | +3.3% | +10.5% | +12.3% |
| 3M | +3.9% | -29.4% | +33.3% | +22.7% |
| 6M | -4.2% | -12.8% | +8.6% | +0.3% |
| YTD | -21.1% | -2.1% | -19.0% | -21.7% |
| 1Y | -67.1% | +62.8% | -129.8% | -74.6% |
| 3Y | +88.9% | +90.5% | -1.6% | +36.5% |
| All | +11.1% | -30.2% | +41.4% | -8.1% |
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