+93.5%
AA vs EQX
+232.0%
-138.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -3.4% | -3.2% | -0.2% | -2.5% |
| 30D | -5.8% | +7.8% | -13.5% | -8.1% |
| 3M | -29.9% | +21.3% | -51.2% | -34.3% |
| 6M | -27.0% | -22.4% | -4.6% | -22.7% |
| YTD | -8.7% | -11.3% | +2.6% | -8.1% |
| 1Y | +50.6% | +13.5% | +37.1% | +40.9% |
| 3Y | +74.1% | +162.1% | -88.1% | +21.1% |
| 5Y | +2.6% | +84.2% | -81.6% | -27.1% |
| All | +93.5% | +232.0% | -138.5% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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