+314.7%
SPY vs AU
+699.0%
-384.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -0.8% | -4.3% | +3.5% | -0.5% |
| 30D | -1.1% | +7.3% | -8.4% | -1.5% |
| 3M | +3.9% | +26.3% | -22.5% | +2.3% |
| 6M | +13.6% | +1.8% | +11.8% | +12.9% |
| YTD | +12.7% | +26.8% | -14.1% | +10.5% |
| 1Y | +17.5% | +66.7% | -49.2% | +13.5% |
| 3Y | +76.9% | +579.1% | -502.2% | +57.7% |
| 5Y | +83.6% | +689.3% | -605.8% | +61.3% |
| All | +314.7% | +699.0% | -384.2% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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