+305.8%
AA vs DTE
+3,521.9%
-3,216.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +3.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.1% |
| 30D | +3.3% | -1.9% | +5.2% | +4.3% |
| 3M | -29.4% | -3.3% | -26.1% | -28.3% |
| 6M | -12.8% | -7.1% | -5.7% | -9.6% |
| YTD | -2.1% | +8.1% | -10.2% | -7.8% |
| 1Y | +62.8% | +5.3% | +57.5% | +55.6% |
| 3Y | +90.5% | +48.2% | +42.3% | +45.8% |
| 5Y | +19.1% | +33.2% | -14.2% | -3.2% |
| 10Y | +124.8% | +137.5% | -12.7% | +25.8% |
| All | +305.8% | +3,521.9% | -3,216.2% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling