+504.6%
NOW vs AA
+64.5%
+440.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -0.2% |
| 7D | -3.1% | +4.8% | -7.9% | -3.8% |
| 30D | -27.0% | -0.6% | -26.4% | -27.0% |
| 3M | -17.7% | -16.3% | -1.4% | -15.6% |
| 6M | +12.7% | -33.4% | +46.1% | +19.0% |
| YTD | -32.9% | -20.7% | -12.2% | -32.0% |
| 1Y | -40.4% | +12.9% | -53.3% | -43.4% |
| 3Y | -17.1% | +75.7% | -92.8% | -30.1% |
| 5Y | -25.7% | -6.8% | -18.9% | -32.5% |
| 10Y | +504.6% | +53.6% | +451.0% | +319.6% |
| All | +504.6% | +64.5% | +440.2% | +319.6% |
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