+45.0%
AA vs SM
+4.2%
+40.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -4.8% |
| 7D | +1.2% | -19.5% | +20.7% | +7.1% |
| 30D | -5.0% | -20.2% | +15.2% | +0.5% |
| 3M | -22.2% | -6.5% | -15.7% | -21.9% |
| 6M | -36.3% | +1.6% | -37.9% | -38.6% |
| YTD | -24.2% | +61.2% | -85.4% | -37.7% |
| 1Y | +3.9% | +65.4% | -61.5% | -15.7% |
| 3Y | +67.6% | -13.0% | +80.6% | +61.7% |
| 5Y | -8.8% | -4.3% | -4.6% | -16.7% |
| 10Y | +45.0% | +3.0% | +41.9% | -22.5% |
| All | +45.0% | +4.2% | +40.8% | -22.5% |
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