+72.3%
AA vs CAI
-11.0%
+83.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | -5.1% | -0.3% | -4.9% |
| 30D | -10.7% | +3.9% | -14.6% | -11.0% |
| 3M | -26.2% | +40.1% | -66.3% | -28.4% |
| 6M | -20.9% | +29.7% | -50.6% | -23.3% |
| YTD | -8.6% | -10.9% | +2.3% | -8.4% |
| 1Y | +57.4% | -28.0% | +85.4% | +60.4% |
| All | +72.3% | -11.0% | +83.3% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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