+137.0%
AA vs BBWI
-55.4%
+192.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.7% | +4.5% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | +3.3% | -6.2% | +9.5% | +4.4% |
| 3M | -29.4% | +4.3% | -33.8% | -31.7% |
| 6M | -12.8% | -7.2% | -5.6% | -13.6% |
| YTD | -2.1% | -3.0% | +0.9% | -5.7% |
| 1Y | +62.8% | -30.8% | +93.5% | +72.5% |
| 3Y | +90.5% | -43.4% | +133.9% | +107.5% |
| 5Y | +19.1% | -66.7% | +85.8% | +45.9% |
| All | +137.0% | -55.4% | +192.4% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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