+672.3%
AU vs BBWI
-55.0%
+727.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.3% |
| 7D | -4.3% | -4.8% | +0.6% | -4.1% |
| 30D | +7.3% | +3.5% | +3.8% | +7.1% |
| 3M | +26.3% | -0.3% | +26.6% | +26.2% |
| 6M | +1.8% | -5.4% | +7.1% | +1.7% |
| YTD | +26.8% | -4.7% | +31.5% | +26.5% |
| 1Y | +66.7% | -30.5% | +97.2% | +67.4% |
| 3Y | +579.1% | -44.3% | +623.4% | +582.3% |
| 5Y | +689.3% | -66.9% | +756.2% | +690.1% |
| All | +672.3% | -55.0% | +727.2% | +597.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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