+140.4%
CI vs AA
+121.7%
+18.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -2.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.2% |
| 30D | -1.8% | +3.3% | -5.1% | -2.4% |
| 3M | -4.2% | -29.4% | +25.2% | -0.1% |
| 6M | +2.7% | -12.8% | +15.5% | +3.2% |
| YTD | +1.9% | -2.1% | +4.0% | +0.3% |
| 1Y | -6.3% | +62.8% | -69.0% | -14.8% |
| 3Y | +3.9% | +90.5% | -86.6% | -12.4% |
| 5Y | +41.9% | +19.1% | +22.8% | +21.2% |
| 10Y | +140.4% | +124.8% | +15.6% | +39.4% |
| All | +140.4% | +121.7% | +18.7% | +39.4% |
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