+47.8%
AA vs SM
+10.6%
+37.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +1.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -1.3% | -17.3% | +16.1% | +3.4% |
| 3M | -23.9% | -3.6% | -20.3% | -24.3% |
| 6M | -36.8% | +2.9% | -39.7% | -39.3% |
| YTD | -22.2% | +70.2% | -92.4% | -37.0% |
| 1Y | +10.4% | +66.5% | -56.2% | -10.5% |
| 3Y | +72.0% | -8.2% | +80.2% | +63.4% |
| 5Y | -15.6% | -1.5% | -14.2% | -23.7% |
| 10Y | +47.8% | +11.9% | +35.9% | -22.1% |
| All | +47.8% | +10.6% | +37.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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