+707.7%
BE vs AA
+1.4%
+706.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -2.8% |
| 7D | +20.5% | +5.3% | +15.3% | +17.8% |
| 30D | -23.4% | -2.3% | -21.1% | -21.6% |
| 3M | -14.9% | -20.8% | +6.0% | -2.9% |
| 6M | -28.1% | -39.8% | +11.8% | -7.0% |
| YTD | +132.4% | -23.3% | +155.7% | +160.2% |
| 1Y | +59.4% | +1.8% | +57.5% | +54.8% |
| 3Y | +1,815.8% | +69.5% | +1,746.3% | +1,270.9% |
| 5Y | +491.3% | -18.0% | +509.3% | +452.6% |
| All | +707.7% | +1.4% | +706.3% | +268.0% |
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