+235.3%
SLV vs AA
+121.9%
+113.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.2% | +2.6% |
| 7D | +2.8% | -0.6% | +3.4% | +2.9% |
| 30D | +2.2% | -1.6% | +3.8% | +2.3% |
| 3M | +2.9% | -29.8% | +32.7% | +9.1% |
| 6M | -22.4% | -16.6% | -5.8% | -20.4% |
| YTD | -5.7% | -4.0% | -1.7% | -5.0% |
| 1Y | +63.3% | +63.5% | -0.2% | +51.2% |
| 3Y | +189.0% | +86.8% | +102.2% | +156.1% |
| 5Y | +172.7% | +12.4% | +160.3% | +149.6% |
| 10Y | +235.3% | +132.3% | +103.0% | +156.4% |
| All | +235.3% | +121.9% | +113.4% | +156.4% |
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