+78.7%
SO vs AA
-17.9%
+96.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | +1.4% | +0.5% | +0.8% | +1.3% |
| 30D | +4.7% | -0.6% | +5.3% | +4.7% |
| 3M | +1.7% | -19.7% | +21.4% | +2.3% |
| 6M | +2.2% | -41.6% | +43.7% | +3.7% |
| YTD | +10.0% | -24.6% | +34.6% | +10.3% |
| 1Y | +6.0% | +4.9% | +1.2% | +5.0% |
| 3Y | +54.1% | +66.8% | -12.7% | +45.9% |
| All | +78.7% | -17.9% | +96.7% | +72.9% |
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