+29.3%
V vs AA
+13.9%
+15.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +3.9% |
| 7D | +9.0% | +0.9% | +8.1% | +9.0% |
| 30D | +18.1% | -6.4% | +24.5% | +17.9% |
| 3M | +18.3% | -13.0% | +31.3% | +17.9% |
| 6M | +34.1% | -34.6% | +68.7% | +32.7% |
| YTD | +25.2% | -23.0% | +48.3% | +20.7% |
| 1Y | +29.3% | +16.0% | +13.3% | +20.2% |
| All | +29.3% | +13.9% | +15.4% | +20.2% |
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