-53.8%
TEAM vs AA
+17.0%
-70.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.5% | -7.8% |
| 7D | -5.7% | +1.7% | -7.3% | -6.1% |
| 30D | +18.3% | +3.3% | +15.0% | +17.0% |
| 3M | +80.2% | -29.4% | +109.6% | +94.1% |
| 6M | +111.0% | -12.8% | +123.8% | +112.1% |
| YTD | +8.8% | -2.1% | +10.9% | +4.8% |
| 1Y | +2.2% | +62.8% | -60.6% | -16.1% |
| 3Y | -14.6% | +90.5% | -105.1% | -36.4% |
| 5Y | -53.8% | +19.1% | -72.9% | -58.7% |
| All | -53.8% | +17.0% | -70.8% | -58.7% |
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