+41.6%
AA vs CAG
-37.3%
+78.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +0.5% | -3.3% | +3.9% | +1.0% |
| 30D | -0.6% | +7.7% | -8.3% | -2.0% |
| 3M | -19.7% | -3.2% | -16.5% | -19.5% |
| 6M | -41.6% | +7.0% | -48.5% | -42.7% |
| YTD | -24.6% | -9.0% | -15.7% | -24.3% |
| 1Y | +4.9% | -9.6% | +14.5% | +5.4% |
| 3Y | +66.8% | -36.0% | +102.8% | +78.3% |
| 5Y | -19.4% | -40.9% | +21.4% | -12.5% |
| All | +41.6% | -37.3% | +78.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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