+58.8%
T vs AA
+45.1%
+13.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.1% |
| 7D | +2.6% | +1.2% | +1.3% | +2.4% |
| 30D | -1.1% | -5.0% | +3.9% | -0.7% |
| 3M | -7.7% | -22.2% | +14.5% | -5.8% |
| 6M | -10.6% | -36.3% | +25.7% | -7.3% |
| YTD | -7.5% | -24.2% | +16.7% | -6.5% |
| 1Y | -7.4% | +3.9% | -11.3% | -9.8% |
| 3Y | +63.1% | +67.6% | -4.5% | +44.5% |
| 5Y | +55.2% | -8.8% | +64.0% | +41.5% |
| 10Y | +58.8% | +45.0% | +13.8% | +12.5% |
| All | +58.8% | +45.1% | +13.7% | +12.5% |
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