+124.8%
AA vs RVTY
+140.1%
-15.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +4.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.3% |
| 30D | +3.3% | +10.8% | -7.5% | -2.4% |
| 3M | -29.4% | +26.8% | -56.2% | -38.6% |
| 6M | -12.8% | +39.3% | -52.1% | -28.8% |
| YTD | -2.1% | +31.6% | -33.7% | -18.3% |
| 1Y | +62.8% | +47.7% | +15.1% | +26.7% |
| 3Y | +90.5% | +19.9% | +70.6% | +60.2% |
| 5Y | +19.1% | -32.3% | +51.4% | +35.4% |
| 10Y | +124.8% | +138.4% | -13.7% | +5.9% |
| All | +124.8% | +140.1% | -15.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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