+755.9%
DE vs AA
+42.1%
+713.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +3.6% | -0.6% | +4.2% | +3.5% |
| 3M | +10.2% | -19.7% | +29.9% | +15.6% |
| 6M | +16.6% | -41.6% | +58.2% | +30.7% |
| YTD | +45.8% | -24.6% | +70.5% | +50.7% |
| 1Y | +43.9% | +4.9% | +39.0% | +35.8% |
| 3Y | +89.6% | +66.8% | +22.8% | +47.7% |
| 5Y | +100.3% | -19.4% | +119.7% | +77.2% |
| All | +755.9% | +42.1% | +713.8% | +402.3% |
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 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