+26.6%
BA vs AA
+45.1%
-18.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.9% |
| 7D | 0.0% | +1.2% | -1.2% | -0.5% |
| 30D | -8.9% | -5.0% | -3.9% | -7.8% |
| 3M | -25.5% | -22.2% | -3.3% | -20.2% |
| 6M | -27.0% | -36.3% | +9.4% | -18.0% |
| YTD | -20.1% | -24.2% | +4.0% | -16.9% |
| 1Y | -11.0% | +3.9% | -14.9% | -16.9% |
| 3Y | -11.8% | +67.6% | -79.4% | -35.4% |
| 5Y | -20.6% | -8.8% | -11.8% | -37.0% |
| 10Y | +26.6% | +45.0% | -18.3% | -44.7% |
| All | +26.6% | +45.1% | -18.4% | -44.7% |
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