+251.0%
DIA vs AA
+121.9%
+129.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.2% |
| 30D | -2.7% | -1.6% | -1.1% | -2.6% |
| 3M | +3.3% | -29.8% | +33.1% | +8.8% |
| 6M | +10.4% | -16.6% | +27.1% | +12.2% |
| YTD | +10.0% | -4.0% | +14.0% | +8.5% |
| 1Y | +16.2% | +63.5% | -47.3% | +3.8% |
| 3Y | +58.7% | +86.8% | -28.0% | +32.8% |
| 5Y | +63.6% | +12.4% | +51.2% | +40.4% |
| 10Y | +251.0% | +132.3% | +118.7% | +111.3% |
| All | +251.0% | +121.9% | +129.1% | +111.3% |
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