-37.5%
U vs AA
+303.6%
-341.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.4% |
| 7D | +4.5% | +1.7% | +2.8% | +3.9% |
| 30D | -0.6% | +3.3% | -3.9% | -2.2% |
| 3M | +48.4% | -29.4% | +77.8% | +66.1% |
| 6M | +115.4% | -12.8% | +128.2% | +118.9% |
| YTD | -3.2% | -2.1% | -1.1% | -5.9% |
| 1Y | -6.0% | +62.8% | -68.8% | -25.1% |
| 3Y | +13.5% | +90.5% | -77.0% | -17.5% |
| 5Y | -68.0% | +19.1% | -87.1% | -72.2% |
| All | -37.5% | +303.6% | -341.1% | -46.7% |
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