+36.3%
DIS vs AA
+45.1%
-8.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.9% |
| 7D | +4.4% | +1.2% | +3.2% | +4.1% |
| 30D | +10.3% | -5.0% | +15.3% | +11.2% |
| 3M | +15.5% | -22.2% | +37.7% | +20.6% |
| 6M | +11.2% | -36.3% | +47.5% | +19.5% |
| YTD | +5.6% | -24.2% | +29.8% | +7.9% |
| 1Y | +7.7% | +3.9% | +3.9% | +2.8% |
| 3Y | +39.3% | +67.6% | -28.3% | +13.8% |
| 5Y | -29.5% | -8.8% | -20.7% | -38.3% |
| 10Y | +36.3% | +45.0% | -8.7% | -21.8% |
| All | +36.3% | +45.1% | -8.8% | -21.8% |
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