+164.7%
SLV vs AA
+45.1%
+119.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.6% |
| 7D | +3.7% | +1.2% | +2.4% | +3.4% |
| 30D | -15.2% | -5.0% | -10.1% | -14.3% |
| 3M | -21.8% | -22.2% | +0.4% | -18.2% |
| 6M | -36.3% | -36.3% | 0.0% | -31.2% |
| YTD | -27.8% | -24.2% | -3.7% | -24.1% |
| 1Y | +1.5% | +3.9% | -2.4% | +1.6% |
| 3Y | +128.5% | +67.6% | +60.9% | +108.3% |
| 5Y | +103.2% | -8.8% | +112.1% | +94.4% |
| 10Y | +164.7% | +45.0% | +119.7% | +117.4% |
| All | +164.7% | +45.1% | +119.6% | +117.4% |
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