+32.6%
XYZ vs AA
+9.4%
+23.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +3.0% |
| 7D | +14.9% | +4.8% | +10.1% | +14.4% |
| 30D | +14.7% | -0.6% | +15.3% | +14.5% |
| 3M | +12.1% | -16.3% | +28.4% | +13.2% |
| 6M | +18.3% | -33.4% | +51.7% | +21.4% |
| YTD | +36.1% | -20.7% | +56.7% | +30.7% |
| All | +32.6% | +9.4% | +23.2% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling