+26.1%
AA vs MULL
+2,620.5%
-2,594.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -2.8% |
| 7D | -0.6% | +14.8% | -15.4% | -2.9% |
| 30D | -1.6% | +36.6% | -38.1% | -7.0% |
| 3M | -29.8% | -8.9% | -20.9% | -33.9% |
| 6M | -16.6% | +311.9% | -328.6% | -44.4% |
| YTD | -4.0% | +579.8% | -583.9% | -44.3% |
| 1Y | +63.5% | +2,421.5% | -2,358.0% | -31.8% |
| All | +26.1% | +2,620.5% | -2,594.4% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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