+67.2%
F vs AA
+44.7%
+22.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.4% | -2.5% |
| 7D | -3.9% | +5.3% | -9.2% | -5.3% |
| 30D | -0.5% | -2.3% | +1.8% | 0.0% |
| 3M | -12.9% | -20.8% | +7.9% | -7.6% |
| 6M | +1.5% | -39.8% | +41.4% | +15.3% |
| YTD | -5.0% | -23.3% | +18.3% | -1.2% |
| 1Y | -7.3% | +1.8% | -9.2% | -11.4% |
| 3Y | +45.3% | +69.5% | -24.3% | +12.1% |
| 5Y | -15.8% | -18.0% | +2.2% | -26.3% |
| All | +67.2% | +44.7% | +22.5% | -18.6% |
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