+365.7%
ALAB vs AA
+79.2%
+286.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.5% | -9.1% |
| 7D | +3.2% | +1.7% | +1.5% | +1.8% |
| 30D | -13.6% | +3.3% | -16.9% | -16.4% |
| 3M | -16.6% | -29.4% | +12.8% | +0.8% |
| 6M | +142.3% | -12.8% | +155.1% | +151.5% |
| YTD | +73.6% | -2.1% | +75.8% | +65.0% |
| 1Y | +33.7% | +62.8% | -29.1% | -10.1% |
| All | +365.7% | +79.2% | +286.4% | +229.3% |
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