+117.0%
AA vs BG
+166.7%
-49.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +1.0% |
| 7D | -3.4% | +3.1% | -6.5% | -5.3% |
| 30D | -5.8% | +10.2% | -16.0% | -11.7% |
| 3M | -29.9% | -1.7% | -28.2% | -29.7% |
| 6M | -27.0% | +1.0% | -28.0% | -28.6% |
| YTD | -8.7% | +39.9% | -48.6% | -27.7% |
| 1Y | +50.6% | +53.2% | -2.6% | +11.0% |
| 3Y | +74.1% | +16.3% | +57.8% | +50.6% |
| 5Y | +2.6% | +83.9% | -81.3% | -34.8% |
| All | +117.0% | +166.7% | -49.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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