-63.1%
W vs AA
+10.5%
-73.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.5% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -7.6% | +5.0% | -12.6% | -10.2% |
| 3M | +37.2% | -35.8% | +73.0% | +65.6% |
| 6M | +26.3% | -18.4% | +44.7% | +32.2% |
| YTD | -1.0% | -5.5% | +4.5% | -4.7% |
| 1Y | +20.1% | +61.0% | -40.9% | -13.9% |
| 3Y | +37.8% | +66.2% | -28.4% | -8.1% |
| All | -63.1% | +10.5% | -73.6% | -71.4% |
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