+441.9%
MAR vs AA
+121.9%
+319.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -4.7% | -1.6% | -3.1% | -4.6% |
| 3M | -15.6% | -29.8% | +14.2% | -8.5% |
| 6M | +1.2% | -16.6% | +17.8% | +3.2% |
| YTD | +7.5% | -4.0% | +11.5% | +4.4% |
| 1Y | +26.6% | +63.5% | -36.9% | +4.6% |
| 3Y | +66.0% | +86.8% | -20.8% | +23.1% |
| 5Y | +154.1% | +12.4% | +141.7% | +99.1% |
| 10Y | +441.9% | +132.3% | +309.5% | +146.4% |
| All | +441.9% | +121.9% | +319.9% | +146.4% |
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