-35.9%
DOW vs AA
+17.0%
-53.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | -2.9% | +1.7% | -4.6% | -3.3% |
| 30D | +2.0% | +3.3% | -1.4% | +0.9% |
| 3M | -12.5% | -29.4% | +16.9% | -4.9% |
| 6M | -9.2% | -12.8% | +3.6% | -7.9% |
| YTD | +30.8% | -2.1% | +32.9% | +27.3% |
| 1Y | +29.4% | +62.8% | -33.4% | +8.2% |
| 3Y | -34.6% | +90.5% | -125.0% | -49.8% |
| 5Y | -35.9% | +19.1% | -55.0% | -50.8% |
| All | -35.9% | +17.0% | -53.0% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling