+65.3%
T vs AA
+121.7%
-56.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -0.6% |
| 7D | -1.5% | +1.7% | -3.2% | -1.7% |
| 30D | +7.6% | +3.3% | +4.3% | +7.2% |
| 3M | +15.3% | -29.4% | +44.7% | +18.8% |
| 6M | -8.5% | -12.8% | +4.3% | -8.1% |
| YTD | +6.8% | -2.1% | +8.9% | +5.4% |
| 1Y | -7.2% | +62.8% | -70.0% | -13.8% |
| 3Y | +108.2% | +90.5% | +17.8% | +82.9% |
| 5Y | +66.1% | +19.1% | +47.0% | +47.0% |
| 10Y | +65.3% | +124.8% | -59.5% | +9.5% |
| All | +65.3% | +121.7% | -56.4% | +9.5% |
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