+11.0%
DIA vs AA
+6.6%
+4.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.3% |
| 7D | -1.6% | +1.1% | -2.8% | -1.7% |
| 30D | +1.3% | -1.3% | +2.5% | +1.3% |
| 3M | -2.1% | -23.9% | +21.9% | -0.1% |
| 6M | +6.2% | -36.8% | +43.0% | +9.5% |
| YTD | +10.3% | -22.2% | +32.5% | +9.5% |
| 1Y | +11.0% | +10.4% | +0.6% | +3.9% |
| All | +11.0% | +6.6% | +4.4% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling