+13.0%
AA vs VSXY
+93.0%
-80.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.1% |
| 7D | +0.5% | -1.7% | +2.2% | +0.9% |
| 30D | -0.6% | +20.1% | -20.7% | -4.4% |
| 3M | -19.7% | +16.6% | -36.2% | -22.8% |
| 6M | -41.6% | +134.9% | -176.5% | -52.6% |
| YTD | -24.6% | +96.0% | -120.6% | -37.2% |
| 1Y | +4.9% | +203.8% | -198.9% | -21.3% |
| 3Y | +66.8% | +465.3% | -398.5% | -0.6% |
| 5Y | -19.4% | +106.3% | -125.7% | -42.6% |
| All | +13.0% | +93.0% | -80.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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