+76.2%
O vs AA
+42.1%
+34.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.5% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +7.1% | -0.6% | +7.7% | +7.1% |
| 3M | -5.2% | -19.7% | +14.4% | -2.9% |
| 6M | -1.8% | -41.6% | +39.8% | +4.0% |
| YTD | +9.1% | -24.6% | +33.7% | +10.7% |
| 1Y | +9.7% | +4.9% | +4.8% | +6.3% |
| 3Y | +39.1% | +66.8% | -27.7% | +20.9% |
| 5Y | +8.4% | -19.4% | +27.8% | -0.3% |
| All | +76.2% | +42.1% | +34.0% | -0.7% |
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