+54.6%
TER vs AA
-15.4%
+70.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.4% |
| 7D | -20.5% | +0.9% | -21.4% | -20.6% |
| 30D | -47.0% | -6.7% | -40.3% | -45.4% |
| 3M | -43.3% | -16.3% | -26.9% | -39.5% |
| 6M | -42.9% | -37.1% | -5.8% | -32.2% |
| YTD | +12.9% | -25.0% | +37.9% | +25.0% |
| 1Y | +18.2% | +8.6% | +9.6% | +14.6% |
| 3Y | +151.8% | +57.2% | +94.5% | +104.1% |
| All | +54.6% | -15.4% | +70.0% | +43.9% |
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