-1.4%
DOW vs AA
+51.9%
-53.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.5% |
| 7D | -0.5% | +1.1% | -1.6% | -1.1% |
| 30D | +15.7% | -1.3% | +17.0% | +15.6% |
| 3M | +5.3% | -23.9% | +29.2% | +14.2% |
| 6M | -14.2% | -36.8% | +22.6% | -2.7% |
| YTD | +43.9% | -22.2% | +66.1% | +49.0% |
| 1Y | +53.1% | +10.4% | +42.7% | +39.2% |
| 3Y | -21.8% | +72.0% | -93.8% | -43.1% |
| 5Y | -28.3% | -15.6% | -12.7% | -40.8% |
| All | -1.4% | +51.9% | -53.4% | -51.6% |
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