-26.3%
U vs AA
+212.7%
-239.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -0.6% |
| 7D | +24.4% | +1.2% | +23.1% | +23.4% |
| 30D | +7.4% | -5.0% | +12.4% | +9.0% |
| 3M | +16.8% | -22.2% | +39.0% | +26.6% |
| 6M | +78.8% | -36.3% | +115.1% | +104.4% |
| YTD | +14.0% | -24.2% | +38.1% | +20.9% |
| 1Y | +16.7% | +3.9% | +12.8% | +9.7% |
| 3Y | +86.4% | +67.6% | +18.8% | +42.8% |
| 5Y | -71.5% | -8.8% | -62.6% | -72.9% |
| All | -26.3% | +212.7% | -239.0% | -31.5% |
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