+222.9%
SAP vs AA
+64.5%
+158.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +0.9% |
| 7D | +1.6% | +4.8% | -3.2% | +0.9% |
| 30D | +10.5% | -0.6% | +11.2% | +10.5% |
| 3M | +15.2% | -16.3% | +31.4% | +17.8% |
| 6M | +36.7% | -33.4% | +70.1% | +43.5% |
| YTD | -0.6% | -20.7% | +20.1% | +0.5% |
| 1Y | -4.1% | +12.9% | -17.1% | -8.8% |
| 3Y | +73.2% | +75.7% | -2.5% | +47.3% |
| 5Y | +74.1% | -6.8% | +80.9% | +55.9% |
| 10Y | +222.9% | +53.6% | +169.3% | +119.6% |
| All | +222.9% | +64.5% | +158.5% | +119.6% |
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