-10.9%
DOW vs AA
+87.3%
-98.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -6.0% | -0.6% | -5.4% | -5.8% |
| 30D | -2.7% | -1.6% | -1.2% | -2.5% |
| 3M | -10.5% | -29.8% | +19.3% | -0.5% |
| 6M | -12.4% | -16.6% | +4.2% | -9.6% |
| YTD | +30.0% | -4.0% | +34.1% | +26.4% |
| 1Y | +27.8% | +63.5% | -35.7% | +1.7% |
| 3Y | -34.9% | +86.8% | -121.7% | -53.9% |
| 5Y | -35.9% | +12.4% | -48.2% | -52.7% |
| All | -10.9% | +87.3% | -98.3% | -59.0% |
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