+41.6%
AA vs NI
+197.8%
-156.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.5% | +4.3% | -3.8% | -1.4% |
| 30D | -0.6% | +12.4% | -13.0% | -5.8% |
| 3M | -19.7% | +10.2% | -29.8% | -23.2% |
| 6M | -41.6% | -0.8% | -40.8% | -41.6% |
| YTD | -24.6% | +13.2% | -37.9% | -29.6% |
| 1Y | +4.9% | +10.1% | -5.2% | -0.7% |
| 3Y | +66.8% | +103.1% | -36.3% | +16.9% |
| 5Y | -19.4% | +115.5% | -135.0% | -44.1% |
| All | +41.6% | +197.8% | -156.3% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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