+271.2%
EW vs AA
+42.1%
+229.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.5% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +23.9% | -0.6% | +24.5% | +23.9% |
| 3M | +15.8% | -19.7% | +35.4% | +18.7% |
| 6M | +31.7% | -41.6% | +73.2% | +40.0% |
| YTD | +25.7% | -24.6% | +50.3% | +28.2% |
| 1Y | +24.4% | +4.9% | +19.6% | +21.1% |
| 3Y | +65.9% | +66.8% | -1.0% | +44.9% |
| 5Y | -7.6% | -19.4% | +11.8% | -13.7% |
| All | +271.2% | +42.1% | +229.1% | +156.2% |
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