+337.2%
IR vs AA
+37.7%
+299.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +4.3% | +5.3% | -1.0% | +2.8% |
| 30D | +8.1% | -2.3% | +10.3% | +8.7% |
| 3M | +0.7% | -20.8% | +21.5% | +6.8% |
| 6M | +16.6% | -39.8% | +56.4% | +31.6% |
| YTD | +7.8% | -23.3% | +31.1% | +11.5% |
| 1Y | +9.9% | +1.8% | +8.1% | +4.5% |
| 3Y | +25.2% | +69.5% | -44.3% | -4.0% |
| 5Y | +46.8% | -18.0% | +64.8% | +26.9% |
| All | +337.2% | +37.7% | +299.6% | +131.2% |
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