+218.3%
C vs AA
+48.4%
+169.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.8% |
| 7D | -0.4% | +1.1% | -1.6% | -0.8% |
| 30D | -5.3% | -1.3% | -4.1% | -5.1% |
| 3M | -8.0% | -23.9% | +15.9% | -0.6% |
| 6M | -0.3% | -36.8% | +36.5% | +12.5% |
| YTD | +8.6% | -22.2% | +30.8% | +12.5% |
| 1Y | +25.8% | +10.4% | +15.5% | +15.9% |
| 3Y | +221.2% | +72.0% | +149.2% | +136.1% |
| 5Y | +113.6% | -15.6% | +129.2% | +79.1% |
| 10Y | +218.3% | +47.8% | +170.5% | +46.4% |
| All | +218.3% | +48.4% | +169.9% | +46.4% |
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