-55.9%
W vs AA
-17.9%
-37.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.2% |
| 7D | +0.2% | +0.5% | -0.3% | -0.1% |
| 30D | +6.8% | -0.6% | +7.4% | +7.1% |
| 3M | +10.7% | -19.7% | +30.3% | +22.1% |
| 6M | +86.3% | -41.6% | +127.9% | +134.3% |
| YTD | +11.5% | -24.6% | +36.1% | +18.7% |
| 1Y | +5.1% | +4.9% | +0.2% | -6.8% |
| 3Y | +171.0% | +66.8% | +104.2% | +75.4% |
| All | -55.9% | -17.9% | -37.9% | -61.7% |
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