+199.8%
TER vs AA
+63.2%
+136.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.6% | +6.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -8.3% | +5.0% | -13.3% | -11.2% |
| 3M | -12.2% | -35.8% | +23.6% | +6.8% |
| 6M | +17.0% | -18.4% | +35.4% | +25.8% |
| YTD | +84.6% | -5.5% | +90.1% | +87.6% |
| 1Y | +199.8% | +61.0% | +138.8% | +174.5% |
| All | +199.8% | +63.2% | +136.6% | +174.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling