+465.4%
BE vs AA
-9.6%
+475.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.8% | +6.1% | +8.8% |
| 7D | -1.2% | +4.8% | -6.0% | -3.3% |
| 30D | -30.9% | -0.6% | -30.2% | -30.0% |
| 3M | -11.6% | -16.3% | +4.7% | -2.6% |
| 6M | -25.7% | -33.4% | +7.7% | -8.5% |
| YTD | +123.1% | -20.7% | +143.8% | +144.8% |
| 1Y | +43.4% | +12.9% | +30.5% | +30.5% |
| 3Y | +1,683.6% | +75.7% | +1,607.9% | +1,129.8% |
| 5Y | +465.4% | -6.8% | +472.2% | +396.0% |
| All | +465.4% | -9.6% | +475.0% | +396.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling