+151.5%
EXC vs AA
+121.7%
+29.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | +0.4% |
| 7D | +1.2% | +1.7% | -0.4% | +1.1% |
| 30D | -2.7% | +3.3% | -6.1% | -3.1% |
| 3M | -1.0% | -29.4% | +28.4% | +1.9% |
| 6M | -9.3% | -12.8% | +3.5% | -8.9% |
| YTD | +3.6% | -2.1% | +5.8% | +2.5% |
| 1Y | +5.9% | +62.8% | -56.8% | -1.0% |
| 3Y | +21.3% | +90.5% | -69.2% | +7.7% |
| 5Y | +46.2% | +19.1% | +27.1% | +31.6% |
| 10Y | +151.5% | +124.8% | +26.7% | +53.8% |
| All | +151.5% | +121.7% | +29.8% | +53.8% |
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