-63.9%
XYZ vs AA
-15.4%
-48.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.7% |
| 7D | +12.1% | +0.9% | +11.3% | +11.9% |
| 30D | +12.4% | -6.7% | +19.0% | +15.1% |
| 3M | +8.2% | -16.3% | +24.5% | +14.4% |
| 6M | +20.7% | -37.1% | +57.8% | +39.0% |
| YTD | +31.3% | -25.0% | +56.3% | +36.3% |
| 1Y | +20.5% | +8.6% | +11.9% | +6.1% |
| 3Y | +72.6% | +57.2% | +15.4% | +17.7% |
| All | -63.9% | -15.4% | -48.5% | -67.9% |
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