+186.8%
SO vs AA
+64.5%
+122.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.4% | +1.0% |
| 7D | -1.1% | +4.8% | -5.9% | -1.4% |
| 30D | +8.6% | -0.6% | +9.2% | +8.6% |
| 3M | +1.8% | -16.3% | +18.0% | +2.6% |
| 6M | +3.6% | -33.4% | +37.0% | +5.5% |
| YTD | +9.9% | -20.7% | +30.6% | +10.4% |
| 1Y | +5.7% | +12.9% | -7.2% | +3.9% |
| 3Y | +52.5% | +75.7% | -23.2% | +42.5% |
| 5Y | +77.3% | -6.8% | +84.1% | +69.3% |
| 10Y | +186.8% | +53.6% | +133.2% | +103.3% |
| All | +186.8% | +64.5% | +122.3% | +103.3% |
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