+14,232.0%
DE vs AA
+281.6%
+13,950.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.6% | -3.4% | +0.9% | -1.5% |
| 30D | +9.0% | -5.8% | +14.8% | +10.8% |
| 3M | +19.1% | -29.9% | +49.0% | +32.8% |
| 6M | +14.4% | -27.0% | +41.4% | +23.5% |
| YTD | +45.9% | -8.7% | +54.7% | +43.5% |
| 1Y | +43.6% | +50.6% | -7.0% | +15.7% |
| 3Y | +75.9% | +74.1% | +1.8% | +22.6% |
| 5Y | +98.8% | +2.6% | +96.2% | +49.4% |
| 10Y | +861.4% | +121.0% | +740.4% | +312.8% |
| All | +14,232.0% | +281.6% | +13,950.3% | +3,422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling