+47.8%
AA vs CAG
-35.6%
+83.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.0% | +3.0% |
| 7D | +1.1% | -1.8% | +2.9% | +1.4% |
| 30D | -1.3% | +9.7% | -10.9% | -3.0% |
| 3M | -23.9% | +0.5% | -24.4% | -24.2% |
| 6M | -36.8% | +8.9% | -45.7% | -38.2% |
| YTD | -22.2% | -8.4% | -13.8% | -21.9% |
| 1Y | +10.4% | -8.3% | +18.7% | +10.7% |
| 3Y | +72.0% | -36.1% | +108.1% | +84.1% |
| 5Y | -15.6% | -40.1% | +24.5% | -8.6% |
| 10Y | +47.8% | -36.9% | +84.7% | +35.3% |
| All | +47.8% | -35.6% | +83.4% | +35.3% |
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