+175.8%
SLV vs AA
+42.1%
+133.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -5.8% | +0.5% | -6.4% | -5.9% |
| 30D | -12.1% | -0.6% | -11.5% | -12.0% |
| 3M | -24.1% | -19.7% | -4.5% | -21.1% |
| 6M | -44.4% | -41.6% | -2.8% | -39.0% |
| YTD | -31.5% | -24.6% | -6.9% | -27.8% |
| 1Y | -6.9% | +4.9% | -11.8% | -6.9% |
| 3Y | +116.0% | +66.8% | +49.2% | +97.1% |
| 5Y | +88.4% | -19.4% | +107.8% | +83.0% |
| All | +175.8% | +42.1% | +133.7% | +126.6% |
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