+283.7%
CME vs AA
+126.3%
+157.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.4% |
| 7D | -2.9% | +1.7% | -4.5% | -3.0% |
| 30D | +5.5% | +3.3% | +2.2% | +5.1% |
| 3M | +11.0% | -29.4% | +40.4% | +13.9% |
| 6M | -9.7% | -12.8% | +3.1% | -9.5% |
| YTD | +4.9% | -2.1% | +7.0% | +3.7% |
| 1Y | +10.1% | +62.8% | -52.7% | +3.2% |
| 3Y | +53.5% | +90.5% | -37.0% | +36.6% |
| 5Y | +77.2% | +19.1% | +58.1% | +60.2% |
| All | +283.7% | +126.3% | +157.3% | +149.8% |
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