+117.0%
AA vs SU
+267.2%
-150.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | +2.2% | -5.6% | -4.9% |
| 30D | -5.8% | +8.4% | -14.2% | -11.1% |
| 3M | -29.9% | +12.1% | -42.0% | -35.9% |
| 6M | -27.0% | +19.7% | -46.7% | -37.2% |
| YTD | -8.7% | +58.4% | -67.1% | -35.7% |
| 1Y | +50.6% | +67.2% | -16.6% | +1.6% |
| 3Y | +74.1% | +125.0% | -51.0% | -6.3% |
| 5Y | +2.6% | +355.1% | -352.5% | -67.0% |
| All | +117.0% | +267.2% | -150.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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