+45.0%
AA vs BBWI
-44.4%
+89.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | +1.2% | -4.2% | +5.5% | +2.6% |
| 30D | -5.0% | +24.9% | -29.9% | -11.9% |
| 3M | -22.2% | +13.2% | -35.4% | -26.5% |
| 6M | -36.3% | +12.1% | -48.4% | -40.5% |
| YTD | -24.2% | +11.1% | -35.3% | -30.6% |
| 1Y | +3.9% | +0.7% | +3.2% | -3.3% |
| 3Y | +67.6% | -23.8% | +91.3% | +64.2% |
| 5Y | -8.8% | -66.9% | +58.1% | +11.6% |
| 10Y | +45.0% | -45.3% | +90.3% | +9.2% |
| All | +45.0% | -44.4% | +89.4% | +9.2% |
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