+45.0%
AA vs RBA
+225.5%
-180.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.6% |
| 7D | +1.2% | +3.2% | -2.0% | -0.1% |
| 30D | -5.0% | +12.0% | -17.0% | -9.7% |
| 3M | -22.2% | +2.9% | -25.1% | -23.7% |
| 6M | -36.3% | -6.3% | -30.1% | -36.0% |
| YTD | -24.2% | -5.9% | -18.3% | -24.6% |
| 1Y | +3.9% | -3.9% | +7.8% | +2.4% |
| 3Y | +67.6% | +64.9% | +2.7% | +26.1% |
| 5Y | -8.8% | +48.5% | -57.3% | -30.5% |
| 10Y | +45.0% | +211.8% | -166.9% | -33.5% |
| All | +45.0% | +225.5% | -180.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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