+45.0%
AA vs CG
+308.6%
-263.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -3.6% |
| 7D | +1.2% | +2.0% | -0.7% | +0.1% |
| 30D | -5.0% | +8.5% | -13.6% | -9.9% |
| 3M | -22.2% | -12.1% | -10.1% | -17.0% |
| 6M | -36.3% | -16.4% | -19.9% | -30.6% |
| YTD | -24.2% | -28.0% | +3.8% | -11.5% |
| 1Y | +3.9% | -18.9% | +22.8% | +12.8% |
| 3Y | +67.6% | +51.2% | +16.3% | +18.5% |
| 5Y | -8.8% | -15.9% | +7.0% | -12.7% |
| 10Y | +45.0% | +305.9% | -261.0% | -35.9% |
| All | +45.0% | +308.6% | -263.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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