-12.2%
TLT vs AA
+44.7%
-56.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.5% |
| 7D | -2.7% | +5.3% | -8.0% | -2.5% |
| 30D | +2.2% | -2.3% | +4.4% | +2.1% |
| 3M | -1.7% | -20.8% | +19.1% | -2.5% |
| 6M | -4.0% | -39.8% | +35.9% | -5.5% |
| YTD | -4.9% | -23.3% | +18.3% | -5.4% |
| 1Y | -7.4% | +1.8% | -9.2% | -6.7% |
| 3Y | +3.0% | +69.5% | -66.5% | +7.4% |
| 5Y | -35.1% | -18.0% | -17.1% | -33.6% |
| All | -12.2% | +44.7% | -56.9% | +3.2% |
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