+223.5%
C vs AA
+63.3%
+160.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.4% |
| 7D | -2.4% | +0.9% | -3.3% | -2.6% |
| 30D | -6.0% | -6.7% | +0.7% | -4.0% |
| 3M | -10.5% | -16.3% | +5.8% | -6.2% |
| 6M | -5.7% | -37.1% | +31.4% | +6.5% |
| YTD | +4.1% | -25.0% | +29.1% | +9.1% |
| 1Y | +20.5% | +8.6% | +11.9% | +11.5% |
| 3Y | +208.1% | +57.2% | +150.9% | +133.4% |
| 5Y | +110.4% | -13.0% | +123.4% | +73.6% |
| All | +223.5% | +63.3% | +160.2% | +45.4% |
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