+121.7%
EW vs AA
+121.7%
0.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.1% | -4.0% |
| 7D | -4.4% | +1.7% | -6.1% | -4.7% |
| 30D | -3.3% | +3.3% | -6.7% | -3.9% |
| 3M | +1.0% | -29.4% | +30.4% | +5.2% |
| 6M | +6.2% | -12.8% | +19.0% | +7.0% |
| YTD | +1.7% | -2.1% | +3.9% | +0.5% |
| 1Y | +8.1% | +62.8% | -54.6% | -1.1% |
| 3Y | +17.1% | +90.5% | -73.4% | +0.7% |
| 5Y | -29.4% | +19.1% | -48.4% | -37.7% |
| 10Y | +121.7% | +124.8% | -3.0% | +46.8% |
| All | +121.7% | +121.7% | 0.0% | +46.8% |
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