+333.1%
SLV vs AA
-22.2%
+355.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +6.7% | +5.0% | +1.7% | +5.6% |
| 3M | -10.7% | -35.8% | +25.1% | -3.1% |
| 6M | -20.6% | -18.4% | -2.2% | -18.0% |
| YTD | -7.1% | -5.5% | -1.7% | -6.2% |
| 1Y | +62.0% | +61.0% | +1.0% | +48.3% |
| 3Y | +169.8% | +66.2% | +103.6% | +137.5% |
| 5Y | +161.5% | +11.4% | +150.1% | +134.0% |
| 10Y | +224.4% | +116.9% | +107.5% | +126.4% |
| All | +333.1% | -22.2% | +355.3% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling