+319.7%
SPY vs AA
+121.9%
+197.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -0.4% | -0.6% | +0.3% | -0.3% |
| 30D | -1.4% | -1.6% | +0.2% | -1.3% |
| 3M | +3.7% | -29.8% | +33.5% | +9.3% |
| 6M | +13.0% | -16.6% | +29.6% | +14.9% |
| YTD | +12.4% | -4.0% | +16.4% | +11.0% |
| 1Y | +18.5% | +63.5% | -45.0% | +5.9% |
| 3Y | +77.6% | +86.8% | -9.1% | +49.0% |
| 5Y | +81.7% | +12.4% | +69.3% | +57.7% |
| 10Y | +319.7% | +132.3% | +187.3% | +165.2% |
| All | +319.7% | +121.9% | +197.7% | +165.2% |
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