+71.7%
TER vs AA
-17.9%
+89.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.7% |
| 7D | +14.4% | +0.5% | +13.9% | +14.4% |
| 30D | -30.6% | -0.6% | -30.0% | -30.1% |
| 3M | -39.2% | -19.7% | -19.5% | -33.7% |
| 6M | -31.3% | -41.6% | +10.3% | -15.8% |
| YTD | +29.1% | -24.6% | +53.7% | +43.0% |
| 1Y | +47.4% | +4.9% | +42.6% | +45.0% |
| 3Y | +191.2% | +66.8% | +124.4% | +131.4% |
| All | +71.7% | -17.9% | +89.6% | +58.9% |
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