+737.9%
BE vs AA
+2.9%
+735.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.7% | +10.3% | +11.6% |
| 7D | +4.5% | +1.1% | +3.4% | +4.7% |
| 30D | -20.1% | -1.3% | -18.9% | -18.8% |
| 3M | -0.8% | -23.9% | +23.1% | +14.9% |
| 6M | -26.2% | -36.8% | +10.6% | -7.1% |
| YTD | +141.1% | -22.2% | +163.2% | +167.8% |
| 1Y | +64.8% | +10.4% | +54.5% | +53.3% |
| 3Y | +1,887.4% | +72.0% | +1,815.4% | +1,311.0% |
| 5Y | +518.1% | -15.6% | +533.7% | +469.3% |
| All | +737.9% | +2.9% | +735.0% | +278.8% |
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