+99.1%
V vs AA
-15.4%
+114.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | +13.6% | -6.7% | +20.3% | +14.3% |
| 3M | +14.3% | -16.3% | +30.6% | +16.0% |
| 6M | +33.1% | -37.1% | +70.2% | +38.2% |
| YTD | +21.2% | -25.0% | +46.2% | +22.3% |
| 1Y | +26.4% | +8.6% | +17.9% | +21.6% |
| 3Y | +77.6% | +57.2% | +20.3% | +55.7% |
| All | +99.1% | -15.4% | +114.5% | +83.0% |
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