+1,449.6%
NET vs AA
+129.1%
+1,320.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.5% |
| 7D | -7.0% | -0.7% | -6.3% | -6.9% |
| 30D | -4.8% | +5.0% | -9.8% | -6.0% |
| 3M | +3.8% | -35.8% | +39.7% | +14.1% |
| 6M | +50.0% | -18.4% | +68.4% | +54.6% |
| YTD | +41.5% | -5.5% | +47.0% | +39.8% |
| 1Y | +32.8% | +61.0% | -28.1% | +14.9% |
| 3Y | +335.9% | +66.2% | +269.7% | +259.0% |
| 5Y | +113.8% | +11.4% | +102.4% | +94.0% |
| All | +1,449.6% | +129.1% | +1,320.4% | +1,232.8% |
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