+1,744.2%
TER vs AA
+121.7%
+1,622.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +3.0% |
| 7D | +11.0% | +1.7% | +9.3% | +10.3% |
| 30D | -1.9% | +3.3% | -5.2% | -3.3% |
| 3M | -0.7% | -29.4% | +28.7% | +10.7% |
| 6M | +36.4% | -12.8% | +49.2% | +41.1% |
| YTD | +92.4% | -2.1% | +94.6% | +92.4% |
| 1Y | +213.5% | +62.8% | +150.8% | +165.0% |
| 3Y | +277.2% | +90.5% | +186.8% | +191.3% |
| 5Y | +219.1% | +19.1% | +200.1% | +161.7% |
| 10Y | +1,744.2% | +124.8% | +1,619.5% | +864.1% |
| All | +1,744.2% | +121.7% | +1,622.5% | +864.1% |
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