+1,006.2%
TER vs AA
+45.1%
+961.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +1.2% |
| 7D | -8.9% | +1.2% | -10.1% | -9.0% |
| 30D | -39.1% | -5.0% | -34.0% | -37.8% |
| 3M | -32.8% | -22.2% | -10.5% | -26.9% |
| 6M | -31.7% | -36.3% | +4.6% | -20.9% |
| YTD | +26.9% | -24.2% | +51.1% | +38.5% |
| 1Y | +33.6% | +3.9% | +29.7% | +31.8% |
| 3Y | +181.5% | +67.6% | +113.9% | +129.8% |
| 5Y | +76.1% | -8.8% | +85.0% | +60.1% |
| 10Y | +1,006.2% | +45.0% | +961.3% | +570.7% |
| All | +1,006.2% | +45.1% | +961.2% | +570.7% |
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