+493.6%
COR vs AA
+48.4%
+445.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | +0.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | +7.6% | -1.3% | +8.9% | +7.7% |
| 3M | +5.0% | -23.9% | +28.9% | +7.4% |
| 6M | +35.3% | -36.8% | +72.1% | +40.1% |
| YTD | +4.2% | -22.2% | +26.4% | +5.2% |
| 1Y | -3.4% | +10.4% | -13.8% | -6.0% |
| 3Y | +81.1% | +72.0% | +9.1% | +61.0% |
| 5Y | +195.8% | -15.6% | +211.4% | +176.6% |
| 10Y | +493.6% | +47.8% | +445.8% | +325.9% |
| All | +493.6% | +48.4% | +445.2% | +325.9% |
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