-53.2%
TE vs AA
+164.3%
-217.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | -15.9% | +5.0% | -20.9% | -17.1% |
| 3M | -60.5% | -35.8% | -24.7% | -54.3% |
| 6M | -35.2% | -18.4% | -16.8% | -31.2% |
| YTD | -31.1% | -5.5% | -25.7% | -30.0% |
| 1Y | +148.6% | +61.0% | +87.7% | +114.7% |
| 3Y | -26.4% | +66.2% | -92.6% | -36.3% |
| 5Y | -48.0% | +11.4% | -59.4% | -52.1% |
| All | -53.2% | +164.3% | -217.4% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling