+392.6%
STM vs AA
+63.3%
+329.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.5% |
| 7D | -10.7% | +0.9% | -11.6% | -10.9% |
| 30D | -25.7% | -6.7% | -19.1% | -23.9% |
| 3M | -21.6% | -16.3% | -5.2% | -17.0% |
| 6M | -27.8% | -37.1% | +9.3% | -15.9% |
| YTD | +61.8% | -25.0% | +86.8% | +75.2% |
| 1Y | +78.1% | +8.6% | +69.5% | +70.6% |
| 3Y | +4.9% | +57.2% | -52.3% | -15.5% |
| 5Y | -14.3% | -13.0% | -1.2% | -24.2% |
| All | +392.6% | +63.3% | +329.2% | +198.4% |
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