+236.1%
EW vs AA
+45.1%
+191.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +9.3% | +1.2% | +8.0% | +9.0% |
| 30D | +22.1% | -5.0% | +27.1% | +22.7% |
| 3M | +13.0% | -22.2% | +35.2% | +16.4% |
| 6M | +30.1% | -36.3% | +66.4% | +36.7% |
| YTD | +22.0% | -24.2% | +46.2% | +24.3% |
| 1Y | +23.7% | +3.9% | +19.8% | +20.5% |
| 3Y | +62.0% | +67.6% | -5.6% | +41.4% |
| 5Y | -12.4% | -8.8% | -3.6% | -19.7% |
| 10Y | +236.1% | +45.0% | +191.1% | +132.0% |
| All | +236.1% | +45.1% | +191.0% | +132.0% |
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