+291.9%
AA vs D
+2,347.4%
-2,055.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.7% | +1.5% | -2.2% | -1.4% |
| 30D | +5.0% | -2.6% | +7.6% | +6.4% |
| 3M | -35.8% | 0.0% | -35.8% | -36.0% |
| 6M | -18.4% | +7.4% | -25.7% | -21.7% |
| YTD | -5.5% | +15.9% | -21.3% | -13.0% |
| 1Y | +61.0% | +18.1% | +42.8% | +45.8% |
| 3Y | +66.2% | +58.4% | +7.8% | +26.0% |
| 5Y | +11.4% | +5.2% | +6.2% | +3.1% |
| 10Y | +116.9% | +35.9% | +81.0% | +60.6% |
| All | +291.9% | +2,347.4% | -2,055.5% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling