-12.3%
TLT vs AA
+45.1%
-57.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | -1.5% |
| 7D | -0.3% | +1.2% | -1.5% | -0.2% |
| 30D | +3.7% | -5.0% | +8.7% | +3.6% |
| 3M | -0.7% | -22.2% | +21.6% | -1.5% |
| 6M | -4.2% | -36.3% | +32.1% | -5.5% |
| YTD | -4.0% | -24.2% | +20.2% | -4.4% |
| 1Y | -5.8% | +3.9% | -9.7% | -5.1% |
| 3Y | +4.1% | +67.6% | -63.5% | +8.5% |
| 5Y | -34.8% | -8.8% | -26.0% | -32.7% |
| 10Y | -12.3% | +45.0% | -57.3% | +2.9% |
| All | -12.3% | +45.1% | -57.4% | +2.9% |
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