+1,129.1%
DIA vs AA
+82.6%
+1,046.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -1.5% | +5.0% | -6.5% | -2.9% |
| 3M | +3.8% | -35.8% | +39.6% | +13.7% |
| 6M | +10.3% | -18.4% | +28.7% | +13.2% |
| YTD | +12.1% | -5.5% | +17.6% | +10.4% |
| 1Y | +18.6% | +61.0% | -42.3% | +2.0% |
| 3Y | +60.6% | +66.2% | -5.6% | +29.1% |
| 5Y | +64.4% | +11.4% | +53.0% | +33.2% |
| 10Y | +250.1% | +116.9% | +133.2% | +96.6% |
| All | +1,129.1% | +82.6% | +1,046.5% | +405.2% |
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