-62.2%
XYZ vs AA
-11.0%
-51.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | +11.6% | -1.3% | +12.8% | +12.0% |
| 3M | +8.4% | -23.9% | +32.3% | +19.0% |
| 6M | +17.2% | -36.8% | +54.0% | +35.0% |
| YTD | +31.7% | -22.2% | +53.9% | +34.9% |
| 1Y | +30.1% | +10.4% | +19.7% | +13.9% |
| 3Y | +66.4% | +72.0% | -5.6% | +8.6% |
| 5Y | -62.2% | -15.6% | -46.5% | -66.8% |
| All | -62.2% | -11.0% | -51.2% | -66.8% |
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