+267.2%
ALAB vs AA
+40.5%
+226.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.4% |
| 7D | +26.9% | +5.3% | +21.6% | +23.3% |
| 30D | -30.0% | -2.3% | -27.7% | -28.2% |
| 3M | -28.5% | -20.8% | -7.7% | -17.7% |
| 6M | +11.4% | -39.8% | +51.2% | +50.2% |
| YTD | +36.9% | -23.3% | +60.2% | +52.1% |
| 1Y | +44.4% | +1.8% | +42.5% | +34.5% |
| All | +267.2% | +40.5% | +226.7% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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