+45.0%
AA vs ALL
+372.0%
-327.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -6.1% |
| 7D | +1.2% | -0.1% | +1.4% | +1.1% |
| 30D | -5.0% | +13.8% | -18.8% | -12.4% |
| 3M | -22.2% | -2.8% | -19.4% | -21.9% |
| 6M | -36.3% | +23.7% | -60.0% | -46.2% |
| YTD | -24.2% | +27.3% | -51.5% | -38.3% |
| 1Y | +3.9% | +30.5% | -26.7% | -17.1% |
| 3Y | +67.6% | +113.0% | -45.4% | -14.8% |
| 5Y | -8.8% | +157.6% | -166.4% | -62.1% |
| 10Y | +45.0% | +368.4% | -323.4% | -58.3% |
| All | +45.0% | +372.0% | -327.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling