+212.5%
AA vs DTE
+3,620.6%
-3,408.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | +0.5% | +3.4% | -2.9% | -1.5% |
| 30D | -0.6% | +8.9% | -9.5% | -5.6% |
| 3M | -19.7% | +1.1% | -20.7% | -20.3% |
| 6M | -41.6% | +0.1% | -41.7% | -42.0% |
| YTD | -24.6% | +11.1% | -35.7% | -30.2% |
| 1Y | +4.9% | +4.9% | -0.1% | +0.5% |
| 3Y | +66.8% | +58.6% | +8.3% | +22.6% |
| 5Y | -19.4% | +47.3% | -66.7% | -38.2% |
| 10Y | +43.1% | +151.3% | -108.2% | -22.4% |
| All | +212.5% | +3,620.6% | -3,408.1% | -45.6% |
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