+45.0%
AA vs BAX
-34.5%
+79.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +1.2% | +3.6% | -2.4% | 0.0% |
| 30D | -5.0% | +8.5% | -13.5% | -8.2% |
| 3M | -22.2% | -4.9% | -17.4% | -21.2% |
| 6M | -36.3% | +47.0% | -83.3% | -46.2% |
| YTD | -24.2% | +38.4% | -62.6% | -35.7% |
| 1Y | +3.9% | +49.1% | -45.3% | -14.8% |
| 3Y | +67.6% | -14.9% | +82.5% | +68.5% |
| 5Y | -8.8% | -63.1% | +54.3% | +30.9% |
| 10Y | +45.0% | -35.6% | +80.6% | +70.8% |
| All | +45.0% | -34.5% | +79.4% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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