+3,644.4%
FIX vs AA
+45.1%
+3,599.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.6% |
| 7D | -13.9% | +1.2% | -15.2% | -14.2% |
| 30D | -35.5% | -5.0% | -30.5% | -34.4% |
| 3M | -33.9% | -22.2% | -11.7% | -29.0% |
| 6M | -43.3% | -36.3% | -7.0% | -36.0% |
| YTD | +18.7% | -24.2% | +42.8% | +26.2% |
| 1Y | +13.8% | +3.9% | +9.9% | +10.3% |
| 3Y | +495.0% | +67.6% | +427.4% | +381.8% |
| 5Y | +1,049.0% | -8.8% | +1,057.9% | +896.7% |
| 10Y | +3,644.4% | +45.0% | +3,599.5% | +1,811.2% |
| All | +3,644.4% | +45.1% | +3,599.4% | +1,811.2% |
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