-53.4%
TE vs AA
+155.4%
-208.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -5.1% |
| 7D | +0.9% | -5.4% | +6.3% | +2.9% |
| 30D | -16.3% | -10.7% | -5.6% | -12.8% |
| 3M | -40.8% | -26.2% | -14.6% | -34.6% |
| 6M | -42.6% | -20.9% | -21.7% | -38.3% |
| YTD | -31.4% | -8.6% | -22.8% | -29.4% |
| 1Y | +144.9% | +57.4% | +87.5% | +113.3% |
| 3Y | -26.0% | +77.8% | -103.8% | -36.2% |
| 5Y | -48.5% | +2.7% | -51.2% | -51.8% |
| All | -53.4% | +155.4% | -208.8% | -57.2% |
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