+3,800.0%
FIX vs AA
+64.5%
+3,735.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.8% | +3.6% | +7.7% |
| 7D | -7.2% | +4.8% | -12.1% | -8.4% |
| 30D | -35.1% | -0.6% | -34.5% | -34.8% |
| 3M | -34.3% | -16.3% | -18.0% | -30.9% |
| 6M | -42.9% | -33.4% | -9.5% | -36.4% |
| YTD | +19.5% | -20.7% | +40.1% | +25.4% |
| 1Y | +16.8% | +12.9% | +3.8% | +10.6% |
| 3Y | +506.7% | +75.7% | +431.0% | +384.6% |
| 5Y | +1,046.7% | -6.8% | +1,053.5% | +888.8% |
| 10Y | +3,800.0% | +53.6% | +3,746.3% | +1,847.4% |
| All | +3,800.0% | +64.5% | +3,735.5% | +1,847.4% |
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