+41.6%
AA vs ALL
+377.9%
-336.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | +0.5% | +5.0% | -4.5% | -2.4% |
| 30D | -0.6% | +13.3% | -13.9% | -8.1% |
| 3M | -19.7% | +3.2% | -22.8% | -22.0% |
| 6M | -41.6% | +25.3% | -66.9% | -51.0% |
| YTD | -24.6% | +30.5% | -55.1% | -39.6% |
| 1Y | +4.9% | +29.2% | -24.3% | -15.5% |
| 3Y | +66.8% | +119.1% | -52.3% | -16.6% |
| 5Y | -19.4% | +162.6% | -182.0% | -66.8% |
| All | +41.6% | +377.9% | -336.4% | -59.5% |
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