+183.8%
EXC vs AA
+64.5%
+119.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.5% |
| 7D | -1.7% | +4.8% | -6.5% | -2.2% |
| 30D | +9.3% | -0.6% | +10.0% | +9.3% |
| 3M | +1.0% | -16.3% | +17.3% | +2.4% |
| 6M | +5.9% | -33.4% | +39.3% | +9.2% |
| YTD | +7.6% | -20.7% | +28.3% | +8.4% |
| 1Y | +2.4% | +12.9% | -10.5% | -0.7% |
| 3Y | +30.2% | +75.7% | -45.5% | +16.0% |
| 5Y | +41.4% | -6.8% | +48.2% | +30.8% |
| 10Y | +183.8% | +53.6% | +130.1% | +81.3% |
| All | +183.8% | +64.5% | +119.3% | +81.3% |
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