+641.7%
BE vs AA
+0.2%
+641.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -2.1% |
| 7D | -13.4% | +1.2% | -14.6% | -13.5% |
| 30D | -33.9% | -5.0% | -28.9% | -31.5% |
| 3M | -12.0% | -22.2% | +10.2% | +0.6% |
| 6M | -29.0% | -36.3% | +7.4% | -10.9% |
| YTD | +113.4% | -24.2% | +137.6% | +140.1% |
| 1Y | +33.2% | +3.9% | +29.3% | +27.8% |
| 3Y | +1,659.2% | +67.6% | +1,591.6% | +1,164.6% |
| 5Y | +461.4% | -8.8% | +470.2% | +395.9% |
| All | +641.7% | +0.2% | +641.5% | +239.5% |
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