+82.7%
O vs AA
+45.1%
+37.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.6% |
| 7D | +3.5% | +1.2% | +2.3% | +3.3% |
| 30D | +10.4% | -5.0% | +15.4% | +11.0% |
| 3M | -2.4% | -22.2% | +19.8% | +0.3% |
| 6M | -1.2% | -36.3% | +35.1% | +3.4% |
| YTD | +10.4% | -24.2% | +34.6% | +12.0% |
| 1Y | +11.4% | +3.9% | +7.6% | +8.1% |
| 3Y | +40.4% | +67.6% | -27.2% | +21.9% |
| 5Y | +12.1% | -8.8% | +21.0% | +0.9% |
| 10Y | +82.7% | +45.0% | +37.8% | +2.5% |
| All | +82.7% | +45.1% | +37.7% | +2.5% |
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