+142.2%
CI vs AA
+64.5%
+77.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.8% | -5.1% | -0.1% |
| 7D | +0.1% | +4.8% | -4.7% | -0.5% |
| 30D | +4.7% | -0.6% | +5.3% | +4.6% |
| 3M | +5.2% | -16.3% | +21.5% | +7.3% |
| 6M | +3.8% | -33.4% | +37.2% | +8.4% |
| YTD | +9.2% | -20.7% | +29.9% | +10.3% |
| 1Y | +14.3% | +12.9% | +1.3% | +9.3% |
| 3Y | +8.4% | +75.7% | -67.3% | -7.6% |
| 5Y | +50.0% | -6.8% | +56.8% | +33.7% |
| 10Y | +142.2% | +53.6% | +88.6% | +52.4% |
| All | +142.2% | +64.5% | +77.7% | +52.4% |
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