+30.4%
BIL vs AU
+239.2%
-208.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.3% | +12.8% | -12.5% | +0.3% |
| 3M | +0.9% | +28.5% | -27.6% | +0.9% |
| 6M | +1.8% | +4.8% | -3.0% | +1.8% |
| YTD | +2.5% | +31.0% | -28.5% | +2.5% |
| 1Y | +3.7% | +81.4% | -77.7% | +3.7% |
| 3Y | +14.1% | +618.4% | -604.4% | +14.2% |
| 5Y | +19.4% | +686.3% | -666.9% | +19.5% |
| 10Y | +25.3% | +664.5% | -639.3% | +25.4% |
| All | +30.4% | +239.2% | -208.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling