-54.2%
W vs AA
-15.4%
-38.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -2.8% |
| 7D | -3.6% | +0.9% | -4.5% | -3.9% |
| 30D | +7.0% | -6.7% | +13.6% | +10.4% |
| 3M | +7.4% | -16.3% | +23.7% | +15.8% |
| 6M | +69.3% | -37.1% | +106.4% | +104.4% |
| YTD | +11.3% | -25.0% | +36.3% | +18.8% |
| 1Y | +13.2% | +8.6% | +4.6% | -1.4% |
| 3Y | +142.0% | +57.2% | +84.8% | +62.2% |
| All | -54.2% | -15.4% | -38.9% | -60.4% |
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