+208.6%
B vs AA
+45.1%
+163.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.4% | -1.7% | -5.4% |
| 7D | +7.1% | +1.2% | +5.9% | +6.9% |
| 30D | -3.3% | -5.0% | +1.7% | -2.5% |
| 3M | -2.5% | -22.2% | +19.7% | +1.4% |
| 6M | -7.2% | -36.3% | +29.1% | -0.5% |
| YTD | -7.4% | -24.2% | +16.8% | -3.4% |
| 1Y | +16.4% | +3.9% | +12.6% | +16.0% |
| 3Y | +178.7% | +67.6% | +111.1% | +155.3% |
| 5Y | +121.7% | -8.8% | +130.5% | +113.8% |
| 10Y | +208.6% | +45.0% | +163.7% | +173.7% |
| All | +208.6% | +45.1% | +163.6% | +173.7% |
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