+176.2%
SAP vs AA
+121.7%
+54.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.2% |
| 7D | -0.3% | +1.7% | -1.9% | -0.5% |
| 30D | +2.6% | +3.3% | -0.7% | +2.0% |
| 3M | +16.3% | -29.4% | +45.7% | +21.8% |
| 6M | +6.4% | -12.8% | +19.2% | +7.1% |
| YTD | -11.4% | -2.1% | -9.3% | -13.0% |
| 1Y | -20.4% | +62.8% | -83.2% | -28.5% |
| 3Y | +56.5% | +90.5% | -34.0% | +31.7% |
| 5Y | +56.8% | +19.1% | +37.7% | +34.9% |
| 10Y | +176.2% | +124.8% | +51.4% | +76.2% |
| All | +176.2% | +121.7% | +54.5% | +76.2% |
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