+411.5%
CAH vs AA
+42.1%
+369.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.3% |
| 7D | +3.5% | +0.5% | +2.9% | +3.4% |
| 30D | +13.5% | -0.6% | +14.1% | +13.4% |
| 3M | +21.8% | -19.7% | +41.5% | +24.5% |
| 6M | +51.5% | -41.6% | +93.1% | +59.4% |
| YTD | +38.1% | -24.6% | +62.7% | +39.9% |
| 1Y | +37.7% | +4.9% | +32.8% | +33.7% |
| 3Y | +179.6% | +66.8% | +112.8% | +141.8% |
| 5Y | +504.9% | -19.4% | +524.4% | +456.4% |
| All | +411.5% | +42.1% | +369.4% | +245.8% |
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