+132.3%
AA vs CAG
-35.6%
+167.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -0.6% | -6.6% | +6.0% | +0.5% |
| 30D | -1.6% | +2.3% | -3.9% | -2.0% |
| 3M | -29.8% | +16.3% | -46.1% | -31.9% |
| 6M | -16.6% | -16.0% | -0.6% | -14.3% |
| YTD | -4.0% | -7.7% | +3.7% | -3.6% |
| 1Y | +63.5% | -16.0% | +79.6% | +67.3% |
| 3Y | +86.8% | -37.7% | +124.5% | +101.5% |
| 5Y | +12.4% | -41.2% | +53.6% | +22.3% |
| 10Y | +132.3% | -33.8% | +166.1% | +129.1% |
| All | +132.3% | -35.6% | +167.9% | +129.1% |
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