+112.9%
AA vs BURL
+215.5%
-102.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -3.1% |
| 7D | -0.7% | -2.8% | +2.1% | +0.2% |
| 30D | +5.0% | -28.2% | +33.1% | +17.6% |
| 3M | -35.8% | -17.6% | -18.2% | -31.9% |
| 6M | -18.4% | -11.8% | -6.6% | -16.6% |
| YTD | -5.5% | -8.1% | +2.7% | -5.0% |
| 1Y | +61.0% | -12.0% | +72.9% | +62.5% |
| 3Y | +66.2% | +63.3% | +2.9% | +28.6% |
| 5Y | +11.4% | -10.8% | +22.2% | +1.7% |
| All | +112.9% | +215.5% | -102.6% | +38.6% |
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