+117.0%
AA vs SIRI
-10.2%
+127.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -5.8% | +2.5% | -8.3% | -6.7% |
| 3M | -29.9% | +6.6% | -36.5% | -32.0% |
| 6M | -27.0% | +32.9% | -59.9% | -34.9% |
| YTD | -8.7% | +50.5% | -59.2% | -22.8% |
| 1Y | +50.6% | +28.0% | +22.7% | +34.1% |
| 3Y | +74.1% | -22.4% | +96.5% | +75.7% |
| 5Y | +2.6% | -41.3% | +43.9% | +3.5% |
| All | +117.0% | -10.2% | +127.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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