+514.0%
NOW vs AA
+42.1%
+471.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +1.9% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | -27.0% | -0.6% | -26.4% | -26.9% |
| 3M | -19.6% | -19.7% | 0.0% | -17.0% |
| 6M | +17.5% | -41.6% | +59.0% | +26.8% |
| YTD | -33.3% | -24.6% | -8.6% | -31.8% |
| 1Y | -39.8% | +4.9% | -44.7% | -42.1% |
| 3Y | -19.9% | +66.8% | -86.8% | -31.9% |
| 5Y | -26.1% | -19.4% | -6.6% | -31.3% |
| All | +514.0% | +42.1% | +471.8% | +337.8% |
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