+75.7%
V vs AA
+70.6%
+5.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.2% |
| 7D | -0.4% | +5.3% | -5.6% | -0.6% |
| 30D | +6.3% | -2.3% | +8.6% | +6.4% |
| 3M | +17.2% | -20.8% | +38.0% | +18.2% |
| 6M | +29.2% | -39.8% | +69.1% | +32.0% |
| YTD | +20.8% | -23.3% | +44.1% | +20.5% |
| 1Y | +25.0% | +1.8% | +23.2% | +21.8% |
| All | +75.7% | +70.6% | +5.1% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling