+124.8%
AA vs SBAC
+76.8%
+48.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | +3.3% | +3.2% | +0.1% | +2.5% |
| 3M | -29.4% | -5.1% | -24.4% | -28.8% |
| 6M | -12.8% | -2.1% | -10.7% | -13.7% |
| YTD | -2.1% | -0.5% | -1.6% | -4.1% |
| 1Y | +62.8% | +1.1% | +61.6% | +58.7% |
| 3Y | +90.5% | -7.4% | +97.9% | +86.9% |
| 5Y | +19.1% | -44.3% | +63.4% | +32.9% |
| 10Y | +124.8% | +77.6% | +47.2% | +120.6% |
| All | +124.8% | +76.8% | +48.0% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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