+117.1%
AA vs IT
+92.9%
+24.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.3% | -5.0% |
| 7D | -5.4% | -12.7% | +7.3% | -0.3% |
| 30D | -10.7% | -8.9% | -1.8% | -7.9% |
| 3M | -26.2% | +10.1% | -36.3% | -31.7% |
| 6M | -20.9% | +7.3% | -28.2% | -27.7% |
| YTD | -8.6% | -32.4% | +23.7% | +2.2% |
| 1Y | +57.4% | -26.6% | +84.0% | +65.9% |
| 3Y | +77.8% | -51.8% | +129.6% | +123.3% |
| 5Y | +2.7% | -45.6% | +48.3% | +17.0% |
| All | +117.1% | +92.9% | +24.2% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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