+197.4%
TE vs AHR
+356.1%
-158.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.9% |
| 7D | +0.2% | -2.1% | +2.3% | +0.8% |
| 30D | -5.9% | +1.9% | -7.8% | -6.5% |
| 3M | -45.6% | +15.7% | -61.2% | -49.5% |
| 6M | -43.4% | +2.5% | -45.9% | -44.5% |
| YTD | -31.0% | +15.0% | -46.0% | -35.3% |
| 1Y | +145.2% | +28.1% | +117.1% | +121.9% |
| All | +197.4% | +356.1% | -158.7% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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