+44.1%
AA vs RF
+219.4%
-175.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.1% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | -2.3% | +5.6% | -7.8% | -6.2% |
| 3M | -20.8% | -8.9% | -12.0% | -15.5% |
| 6M | -39.8% | +7.1% | -46.9% | -43.6% |
| YTD | -23.3% | +8.3% | -31.6% | -29.3% |
| 1Y | +1.8% | +16.8% | -15.0% | -11.2% |
| 3Y | +69.5% | +115.0% | -45.5% | -7.6% |
| 5Y | -18.0% | +46.4% | -64.4% | -43.1% |
| All | +44.1% | +219.4% | -175.4% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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