+534.7%
QQQ vs AA
+42.1%
+492.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | -6.7% | -0.6% | -6.1% | -6.6% |
| 3M | -7.0% | -19.7% | +12.6% | -3.6% |
| 6M | -4.7% | -41.6% | +36.9% | +3.8% |
| YTD | +11.1% | -24.6% | +35.7% | +14.5% |
| 1Y | +12.3% | +4.9% | +7.4% | +8.9% |
| 3Y | +83.3% | +66.8% | +16.5% | +57.6% |
| 5Y | +77.5% | -19.4% | +96.9% | +65.4% |
| All | +534.7% | +42.1% | +492.6% | +363.5% |
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