-10.8%
DOW vs AA
+84.5%
-95.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +0.4% | +5.0% | -4.6% | -1.7% |
| 3M | -14.4% | -35.8% | +21.4% | -1.9% |
| 6M | -7.0% | -18.4% | +11.4% | -3.3% |
| YTD | +30.2% | -5.5% | +35.7% | +27.2% |
| 1Y | +29.2% | +61.0% | -31.8% | +3.4% |
| 3Y | -36.7% | +66.2% | -102.9% | -53.3% |
| 5Y | -37.7% | +11.4% | -49.1% | -53.9% |
| All | -10.8% | +84.5% | -95.3% | -58.7% |
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