+132.3%
AA vs BN
+257.9%
-125.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -0.4% |
| 7D | -0.6% | -3.0% | +2.4% | +1.8% |
| 30D | -1.6% | -13.0% | +11.5% | +10.0% |
| 3M | -29.8% | -15.2% | -14.6% | -19.8% |
| 6M | -16.6% | -5.9% | -10.7% | -14.3% |
| YTD | -4.0% | -15.8% | +11.7% | +7.4% |
| 1Y | +63.5% | -12.2% | +75.7% | +76.3% |
| 3Y | +86.8% | +72.2% | +14.6% | +10.0% |
| 5Y | +12.4% | +33.2% | -20.8% | -19.1% |
| 10Y | +132.3% | +264.7% | -132.3% | -11.3% |
| All | +132.3% | +257.9% | -125.6% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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