+14,219.4%
DE vs AA
+215.1%
+14,004.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | +3.6% | -0.6% | +4.2% | +3.4% |
| 3M | +10.2% | -19.7% | +29.9% | +17.8% |
| 6M | +16.6% | -41.6% | +58.2% | +36.7% |
| YTD | +45.8% | -24.6% | +70.5% | +52.4% |
| 1Y | +43.9% | +4.9% | +39.0% | +32.7% |
| 3Y | +89.6% | +66.8% | +22.8% | +34.2% |
| 5Y | +100.3% | -19.4% | +119.7% | +65.9% |
| 10Y | +760.8% | +43.1% | +717.7% | +339.3% |
| All | +14,219.4% | +215.1% | +14,004.3% | +3,641.3% |
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 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