+175.9%
SLV vs AA
+64.5%
+111.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +1.6% |
| 7D | +5.6% | +4.8% | +0.8% | +4.7% |
| 30D | -12.1% | -0.6% | -11.5% | -12.0% |
| 3M | -16.3% | -16.3% | 0.0% | -13.7% |
| 6M | -34.1% | -33.4% | -0.7% | -29.3% |
| YTD | -25.3% | -20.7% | -4.6% | -22.0% |
| 1Y | +9.6% | +12.9% | -3.3% | +8.2% |
| 3Y | +132.7% | +75.7% | +57.0% | +110.3% |
| 5Y | +113.7% | -6.8% | +120.5% | +103.2% |
| 10Y | +175.9% | +53.6% | +122.2% | +124.5% |
| All | +175.9% | +64.5% | +111.4% | +124.5% |
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