+1,081.8%
DIA vs AA
+44.9%
+1,036.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | +0.3% | -6.7% | +6.9% | +1.7% |
| 3M | -4.5% | -16.3% | +11.8% | -1.1% |
| 6M | +3.4% | -37.1% | +40.5% | +13.1% |
| YTD | +7.8% | -25.0% | +32.8% | +11.6% |
| 1Y | +10.7% | +8.6% | +2.2% | +4.7% |
| 3Y | +57.5% | +57.2% | +0.3% | +28.4% |
| 5Y | +53.7% | -13.0% | +66.8% | +32.8% |
| 10Y | +247.2% | +65.5% | +181.6% | +108.1% |
| All | +1,081.8% | +44.9% | +1,036.9% | +410.7% |
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