+207.0%
C vs AA
+42.1%
+164.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.5% |
| 7D | +4.2% | +0.5% | +3.7% | +3.9% |
| 30D | +2.0% | -0.6% | +2.6% | +2.0% |
| 3M | -10.1% | -19.7% | +9.5% | -4.4% |
| 6M | +1.0% | -41.6% | +42.6% | +16.8% |
| YTD | +8.5% | -24.6% | +33.1% | +13.4% |
| 1Y | +25.7% | +4.9% | +20.9% | +17.7% |
| 3Y | +216.0% | +66.8% | +149.2% | +134.5% |
| 5Y | +112.3% | -19.4% | +131.7% | +80.8% |
| All | +207.0% | +42.1% | +164.9% | +43.0% |
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 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