+214.8%
SAP vs AA
+63.3%
+151.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.1% | -4.6% |
| 7D | -0.7% | +0.9% | -1.6% | -0.8% |
| 30D | +11.1% | -6.7% | +17.8% | +12.1% |
| 3M | +17.0% | -16.3% | +33.4% | +19.7% |
| 6M | +34.8% | -37.1% | +72.0% | +42.8% |
| YTD | -2.2% | -25.0% | +22.8% | -0.4% |
| 1Y | -6.4% | +8.6% | -15.0% | -10.4% |
| 3Y | +75.1% | +57.2% | +17.9% | +51.7% |
| 5Y | +69.8% | -13.0% | +82.8% | +53.8% |
| All | +214.8% | +63.3% | +151.5% | +115.8% |
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