+252.8%
SPOT vs AA
+13.8%
+239.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -2.6% |
| 30D | +7.4% | -5.8% | +13.2% | +8.2% |
| 3M | +8.2% | -29.9% | +38.1% | +14.1% |
| 6M | +2.2% | -27.0% | +29.2% | +6.3% |
| YTD | -9.5% | -8.7% | -0.8% | -10.0% |
| 1Y | -23.8% | +50.6% | -74.5% | -31.2% |
| 3Y | +233.5% | +74.1% | +159.4% | +180.9% |
| 5Y | +112.2% | +2.6% | +109.6% | +88.2% |
| All | +252.8% | +13.8% | +239.0% | +174.1% |
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