+148.6%
TE vs AA
+63.2%
+85.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.5% |
| 7D | -4.0% | -0.7% | -3.3% | -3.7% |
| 30D | -15.9% | +5.0% | -20.9% | -17.9% |
| 3M | -60.5% | -35.8% | -24.7% | -51.0% |
| 6M | -35.2% | -18.4% | -16.8% | -28.1% |
| YTD | -31.1% | -5.5% | -25.7% | -28.7% |
| 1Y | +148.6% | +61.0% | +87.7% | +120.2% |
| All | +148.6% | +63.2% | +85.4% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling