+277.0%
IR vs AA
+72.2%
+204.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.5% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -15.0% | -1.6% | -13.5% | -15.0% |
| 3M | -0.4% | -29.8% | +29.4% | +8.6% |
| 6M | -15.0% | -16.6% | +1.6% | -13.0% |
| YTD | -7.1% | -4.0% | -3.0% | -9.3% |
| 1Y | -7.5% | +63.5% | -71.1% | -23.7% |
| 3Y | +6.3% | +86.8% | -80.5% | -20.7% |
| 5Y | +37.3% | +12.4% | +25.0% | +6.8% |
| All | +277.0% | +72.2% | +204.8% | +87.9% |
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