+597.0%
SE vs AA
+15.5%
+581.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.2% |
| 7D | +0.6% | +1.7% | -1.0% | +0.2% |
| 30D | -0.1% | +3.3% | -3.4% | -0.8% |
| 3M | +34.1% | -29.4% | +63.5% | +45.5% |
| 6M | +23.2% | -12.8% | +36.0% | +25.1% |
| YTD | -11.2% | -2.1% | -9.0% | -13.2% |
| 1Y | -40.5% | +62.8% | -103.3% | -49.9% |
| 3Y | +196.3% | +90.5% | +105.8% | +126.4% |
| 5Y | -67.0% | +19.1% | -86.1% | -72.4% |
| All | +597.0% | +15.5% | +581.5% | +387.7% |
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