+132.3%
AA vs ROP
+132.1%
+0.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.1% |
| 7D | -0.6% | -6.1% | +5.5% | +3.3% |
| 30D | -1.6% | -3.4% | +1.8% | +0.3% |
| 3M | -29.8% | +16.7% | -46.5% | -38.2% |
| 6M | -16.6% | +8.1% | -24.7% | -23.4% |
| YTD | -4.0% | -11.7% | +7.6% | +0.4% |
| 1Y | +63.5% | -24.2% | +87.7% | +91.2% |
| 3Y | +86.8% | -19.0% | +105.7% | +104.3% |
| 5Y | +12.4% | -15.9% | +28.2% | +18.1% |
| 10Y | +132.3% | +135.7% | -3.4% | +5.1% |
| All | +132.3% | +132.1% | +0.2% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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