+18.2%
TER vs AA
+10.6%
+7.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +0.9% |
| 7D | -20.5% | +0.9% | -21.4% | -20.7% |
| 30D | -47.0% | -6.7% | -40.3% | -44.8% |
| 3M | -43.3% | -16.3% | -26.9% | -38.2% |
| 6M | -42.9% | -37.1% | -5.8% | -27.6% |
| YTD | +12.9% | -25.0% | +37.9% | +24.3% |
| 1Y | +18.2% | +8.6% | +9.6% | +3.6% |
| All | +18.2% | +10.6% | +7.5% | +3.6% |
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 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