+98.2%
DE vs AA
+15.6%
+82.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | -3.0% | -0.6% | -2.4% | -2.9% |
| 30D | +11.1% | -1.6% | +12.7% | +11.2% |
| 3M | +17.6% | -29.8% | +47.4% | +25.2% |
| 6M | +13.6% | -16.6% | +30.2% | +15.8% |
| YTD | +46.3% | -4.0% | +50.3% | +43.7% |
| 1Y | +44.2% | +63.5% | -19.3% | +24.6% |
| 3Y | +76.6% | +86.8% | -10.2% | +39.9% |
| 5Y | +98.2% | +12.4% | +85.9% | +71.4% |
| All | +98.2% | +15.6% | +82.6% | +71.4% |
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