+251.7%
BAC vs AA
+64.5%
+187.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +0.7% |
| 7D | +2.0% | +4.8% | -2.8% | +0.6% |
| 30D | -6.9% | -0.6% | -6.3% | -6.9% |
| 3M | -19.6% | -16.3% | -3.3% | -16.1% |
| 6M | -0.5% | -33.4% | +32.9% | +9.0% |
| YTD | -6.6% | -20.7% | +14.1% | -4.5% |
| 1Y | -3.0% | +12.9% | -15.9% | -11.0% |
| 3Y | +97.3% | +75.7% | +21.6% | +47.4% |
| 5Y | +21.9% | -6.8% | +28.7% | -0.7% |
| 10Y | +251.7% | +53.6% | +198.0% | +67.1% |
| All | +251.7% | +64.5% | +187.2% | +67.1% |
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