+73.9%
BA vs AA
+113.3%
-39.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | -11.6% | +5.0% | -16.6% | -13.3% |
| 3M | -2.4% | -35.8% | +33.5% | +10.6% |
| 6M | -6.6% | -18.4% | +11.8% | -3.3% |
| YTD | -2.2% | -5.5% | +3.2% | -4.4% |
| 1Y | -8.0% | +61.0% | -69.0% | -25.5% |
| 3Y | -5.0% | +66.2% | -71.2% | -29.8% |
| 5Y | -2.7% | +11.4% | -14.1% | -27.8% |
| All | +73.9% | +113.3% | -39.4% | -33.1% |
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