+2.7%
AA vs DTE
+31.2%
-28.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.1% |
| 7D | -5.4% | -2.0% | -3.4% | -4.4% |
| 30D | -10.7% | -2.4% | -8.3% | -9.6% |
| 3M | -26.2% | -7.3% | -18.9% | -23.5% |
| 6M | -20.9% | -7.6% | -13.3% | -18.1% |
| YTD | -8.6% | +5.8% | -14.4% | -12.9% |
| 1Y | +57.4% | +2.3% | +55.1% | +52.7% |
| 3Y | +77.8% | +45.0% | +32.8% | +35.0% |
| 5Y | +2.7% | +33.2% | -30.5% | -12.3% |
| All | +2.7% | +31.2% | -28.5% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling