+398.1%
COR vs AA
+121.7%
+276.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.2% |
| 7D | -1.9% | +1.7% | -3.5% | -2.1% |
| 30D | +1.5% | +3.3% | -1.8% | +1.2% |
| 3M | +18.7% | -29.4% | +48.1% | +22.1% |
| 6M | -9.0% | -12.8% | +3.8% | -8.7% |
| YTD | -3.3% | -2.1% | -1.2% | -4.2% |
| 1Y | +9.8% | +62.8% | -52.9% | +2.9% |
| 3Y | +87.4% | +90.5% | -3.1% | +65.5% |
| 5Y | +180.5% | +19.1% | +161.4% | +150.8% |
| 10Y | +398.1% | +124.8% | +273.4% | +251.0% |
| All | +398.1% | +121.7% | +276.4% | +251.0% |
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