+122.8%
COST vs AA
-16.1%
+138.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.5% |
| 7D | +2.5% | +5.3% | -2.8% | +2.2% |
| 30D | +14.6% | -2.3% | +16.8% | +14.7% |
| 3M | +15.2% | -20.8% | +36.0% | +16.6% |
| 6M | +7.2% | -39.8% | +47.0% | +10.0% |
| YTD | +27.4% | -23.3% | +50.7% | +27.9% |
| 1Y | +20.2% | +1.8% | +18.4% | +17.9% |
| 3Y | +96.9% | +69.5% | +27.3% | +78.6% |
| 5Y | +122.8% | -18.0% | +140.8% | +126.3% |
| All | +122.8% | -16.1% | +138.9% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling