-81.0%
TE vs AA
-10.5%
-70.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.4% | -5.2% | -7.3% |
| 7D | -26.9% | +1.2% | -28.1% | -27.1% |
| 30D | -38.9% | -5.0% | -33.9% | -37.1% |
| 3M | -61.0% | -22.2% | -38.8% | -55.2% |
| 6M | -66.4% | -36.3% | -30.1% | -57.1% |
| YTD | -69.0% | -24.2% | -44.8% | -64.6% |
| 1Y | -54.0% | +3.9% | -57.9% | -55.3% |
| 3Y | +38.0% | +67.6% | -29.6% | +7.2% |
| 5Y | -81.0% | -8.8% | -72.1% | -81.4% |
| All | -81.0% | -10.5% | -70.5% | -81.4% |
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