-80.5%
TE vs AA
+110.7%
-191.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.5% |
| 7D | -19.1% | +0.5% | -19.6% | -19.2% |
| 30D | -34.1% | -0.6% | -33.5% | -33.9% |
| 3M | -60.1% | -19.7% | -40.5% | -56.9% |
| 6M | -66.0% | -41.6% | -24.4% | -59.0% |
| YTD | -71.4% | -24.6% | -46.8% | -68.5% |
| 1Y | -45.3% | +4.9% | -50.1% | -45.3% |
| 3Y | +9.1% | +66.8% | -57.7% | -1.7% |
| 5Y | -82.6% | -19.4% | -63.2% | -82.5% |
| All | -80.5% | +110.7% | -191.2% | -80.9% |
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