+248.5%
ALAB vs AA
+38.8%
+209.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +2.4% |
| 7D | -7.5% | +1.2% | -8.7% | -7.4% |
| 30D | -36.8% | -5.0% | -31.8% | -34.1% |
| 3M | -31.9% | -22.2% | -9.6% | -21.0% |
| 6M | +8.2% | -36.3% | +44.5% | +40.9% |
| YTD | +29.9% | -24.2% | +54.1% | +45.3% |
| 1Y | +24.4% | +3.9% | +20.6% | +14.0% |
| All | +248.5% | +38.8% | +209.7% | +190.0% |
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