+117.0%
AA vs AU
+699.0%
-582.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -3.4% | -4.3% | +0.8% | -2.4% |
| 30D | -5.8% | +7.3% | -13.1% | -7.5% |
| 3M | -29.9% | +26.3% | -56.2% | -34.1% |
| 6M | -27.0% | +1.8% | -28.8% | -28.2% |
| YTD | -8.7% | +26.8% | -35.5% | -15.0% |
| 1Y | +50.6% | +66.7% | -16.0% | +32.0% |
| 3Y | +74.1% | +579.1% | -505.0% | +9.5% |
| 5Y | +2.6% | +689.3% | -686.7% | -37.3% |
| All | +117.0% | +699.0% | -582.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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