+213.5%
TER vs AA
+62.9%
+150.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.5% |
| 7D | +11.0% | +1.7% | +9.3% | +10.0% |
| 30D | -1.9% | +3.3% | -5.2% | -4.0% |
| 3M | -0.7% | -29.4% | +28.7% | +15.2% |
| 6M | +36.4% | -12.8% | +49.2% | +42.0% |
| YTD | +92.4% | -2.1% | +94.6% | +92.5% |
| 1Y | +213.5% | +62.8% | +150.8% | +182.3% |
| All | +213.5% | +62.9% | +150.6% | +182.3% |
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