+82.5%
O vs AA
+48.4%
+34.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +9.4% | -1.3% | +10.7% | +9.4% |
| 3M | -2.4% | -23.9% | +21.5% | +0.6% |
| 6M | -1.9% | -36.8% | +34.9% | +2.8% |
| YTD | +10.5% | -22.2% | +32.6% | +11.7% |
| 1Y | +10.0% | +10.4% | -0.4% | +5.8% |
| 3Y | +40.5% | +72.0% | -31.5% | +21.6% |
| 5Y | +10.2% | -15.6% | +25.8% | +0.7% |
| 10Y | +82.5% | +47.8% | +34.7% | +2.3% |
| All | +82.5% | +48.4% | +34.1% | +2.3% |
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