+977.1%
BE vs AA
+26.8%
+950.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.9% |
| 7D | +23.9% | -0.6% | +24.6% | +24.4% |
| 30D | +27.8% | -1.6% | +29.4% | +28.2% |
| 3M | +3.7% | -29.8% | +33.5% | +22.6% |
| 6M | +78.0% | -16.6% | +94.6% | +87.9% |
| YTD | +209.9% | -4.0% | +213.9% | +205.6% |
| 1Y | +389.6% | +63.5% | +326.1% | +266.2% |
| 3Y | +1,730.6% | +86.8% | +1,643.8% | +1,118.2% |
| 5Y | +1,227.8% | +12.4% | +1,215.4% | +927.2% |
| All | +977.1% | +26.8% | +950.3% | +332.3% |
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