+194.9%
SO vs AA
+45.1%
+149.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.3% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | +8.7% | -5.0% | +13.7% | +8.9% |
| 3M | +3.4% | -22.2% | +25.6% | +4.6% |
| 6M | +3.7% | -36.3% | +40.0% | +5.8% |
| YTD | +10.0% | -24.2% | +34.2% | +10.8% |
| 1Y | +6.6% | +3.9% | +2.7% | +5.2% |
| 3Y | +52.5% | +67.6% | -15.1% | +42.9% |
| 5Y | +76.1% | -8.8% | +84.9% | +68.2% |
| 10Y | +194.9% | +45.0% | +149.9% | +109.1% |
| All | +194.9% | +45.1% | +149.8% | +109.1% |
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