+132.3%
AA vs CHD
+123.8%
+8.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -0.6% | -4.2% | +3.5% | -0.5% |
| 30D | -1.6% | -7.6% | +6.0% | -1.3% |
| 3M | -29.8% | -1.6% | -28.2% | -29.8% |
| 6M | -16.6% | -6.3% | -10.3% | -16.4% |
| YTD | -4.0% | +14.6% | -18.6% | -5.0% |
| 1Y | +63.5% | +1.6% | +61.9% | +63.2% |
| 3Y | +86.8% | +3.1% | +83.6% | +84.7% |
| 5Y | +12.4% | +21.1% | -8.7% | +8.5% |
| 10Y | +132.3% | +128.6% | +3.7% | +101.8% |
| All | +132.3% | +123.8% | +8.5% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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