-18.3%
TE vs AA
+89.1%
-107.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.5% | +6.5% | +7.7% |
| 7D | +18.2% | +1.7% | +16.6% | +17.1% |
| 30D | -13.5% | +3.3% | -16.8% | -15.3% |
| 3M | -44.6% | -29.4% | -15.2% | -30.7% |
| 6M | -24.7% | -12.8% | -11.9% | -20.1% |
| YTD | -24.3% | -2.1% | -22.1% | -26.1% |
| 1Y | +155.6% | +62.8% | +92.8% | +71.0% |
| 3Y | -18.3% | +90.5% | -108.7% | -53.9% |
| All | -18.3% | +89.1% | -107.4% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling