+149.3%
AA vs SITM
+4,789.7%
-4,640.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.4% |
| 7D | -3.4% | +3.9% | -7.3% | -4.3% |
| 30D | -5.8% | -6.6% | +0.8% | -4.7% |
| 3M | -29.9% | -11.9% | -18.0% | -29.7% |
| 6M | -27.0% | +81.1% | -108.2% | -39.9% |
| YTD | -8.7% | +80.0% | -88.7% | -25.9% |
| 1Y | +50.6% | +145.8% | -95.2% | +11.8% |
| 3Y | +74.1% | +475.9% | -401.8% | -2.6% |
| 5Y | +2.6% | +189.2% | -186.6% | -40.3% |
| All | +149.3% | +4,789.7% | -4,640.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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