+124.8%
AA vs M
-6.4%
+131.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.4% |
| 7D | +1.7% | +2.4% | -0.7% | +0.8% |
| 30D | +3.3% | -11.6% | +14.9% | +7.4% |
| 3M | -29.4% | +1.6% | -31.0% | -30.3% |
| 6M | -12.8% | +25.2% | -38.0% | -20.3% |
| YTD | -2.1% | +3.8% | -5.9% | -5.6% |
| 1Y | +62.8% | +36.3% | +26.4% | +42.1% |
| 3Y | +90.5% | +116.3% | -25.9% | +32.8% |
| 5Y | +19.1% | +28.2% | -9.1% | -9.4% |
| 10Y | +124.8% | -3.4% | +128.2% | +30.5% |
| All | +124.8% | -6.4% | +131.1% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling