+67.3%
F vs AA
+42.1%
+25.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | 0.0% | -0.6% | +0.6% | 0.0% |
| 3M | -13.2% | -19.7% | +6.4% | -8.2% |
| 6M | -10.2% | -41.6% | +31.4% | +2.8% |
| YTD | -4.9% | -24.6% | +19.7% | -0.6% |
| 1Y | -6.1% | +4.9% | -11.0% | -11.0% |
| 3Y | +46.0% | +66.8% | -20.9% | +13.1% |
| 5Y | -15.7% | -19.4% | +3.7% | -25.8% |
| All | +67.3% | +42.1% | +25.2% | -18.1% |
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