+3,653.2%
FIX vs AA
+63.3%
+3,589.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.5% | +4.6% |
| 7D | -17.5% | +0.9% | -18.3% | -17.7% |
| 30D | -41.6% | -6.7% | -34.9% | -40.3% |
| 3M | -40.6% | -16.3% | -24.2% | -37.6% |
| 6M | -49.4% | -37.1% | -12.3% | -42.6% |
| YTD | +9.2% | -25.0% | +34.2% | +16.4% |
| 1Y | +6.5% | +8.6% | -2.1% | +1.9% |
| 3Y | +448.7% | +57.2% | +391.5% | +351.7% |
| 5Y | +948.7% | -13.0% | +961.7% | +821.8% |
| All | +3,653.2% | +63.3% | +3,589.8% | +1,693.7% |
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