-65.7%
TE vs AA
-37.2%
-28.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.4% | -5.2% | -5.7% |
| 7D | -26.9% | +1.2% | -28.1% | -27.3% |
| 30D | -38.9% | -5.0% | -33.9% | -35.9% |
| 3M | -61.0% | -22.2% | -38.8% | -50.8% |
| All | -65.7% | -37.2% | -28.5% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling