-6.5%
U vs AA
+58.8%
-65.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | +4.4% | -0.6% | +5.0% | +4.6% |
| 30D | -1.3% | -1.6% | +0.3% | -1.2% |
| 3M | +49.6% | -29.8% | +79.4% | +66.7% |
| 6M | +100.2% | -16.6% | +116.8% | +102.1% |
| YTD | -3.7% | -4.0% | +0.3% | -7.9% |
| 1Y | -6.5% | +63.5% | -70.0% | -28.1% |
| All | -6.5% | +58.8% | -65.3% | -28.1% |
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