+61.6%
AA vs BURL
+258.4%
-196.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.3% |
| 7D | -3.7% | +3.5% | -7.2% | -4.9% |
| 30D | -10.8% | -9.3% | -1.5% | -7.8% |
| 3M | -19.1% | -32.1% | +13.0% | -8.0% |
| 6M | -38.7% | -19.8% | -18.9% | -35.1% |
| YTD | -27.1% | -13.2% | -14.0% | -25.7% |
| 1Y | +8.3% | -7.8% | +16.2% | +7.0% |
| 3Y | +49.6% | +89.3% | -39.8% | +8.3% |
| 5Y | -15.5% | -15.8% | +0.3% | -21.5% |
| All | +61.6% | +258.4% | -196.8% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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