+41.6%
AA vs BBWI
-47.4%
+89.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.6% | +12.9% | -13.5% | -4.7% |
| 3M | -19.7% | +16.0% | -35.7% | -24.7% |
| 6M | -41.6% | +16.6% | -58.2% | -46.1% |
| YTD | -24.6% | +9.7% | -34.4% | -30.8% |
| 1Y | +4.9% | +1.5% | +3.4% | -2.7% |
| 3Y | +66.8% | -21.4% | +88.2% | +61.8% |
| 5Y | -19.4% | -67.6% | +48.1% | -0.8% |
| All | +41.6% | -47.4% | +89.0% | +5.4% |
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