+384.8%
V vs AA
+121.9%
+262.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | 0.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +1.9% | -1.6% | +3.4% | +1.9% |
| 3M | +13.2% | -29.8% | +43.0% | +18.8% |
| 6M | +16.7% | -16.6% | +33.4% | +18.0% |
| YTD | +5.4% | -4.0% | +9.4% | +3.5% |
| 1Y | +7.7% | +63.5% | -55.9% | -4.2% |
| 3Y | +52.0% | +86.8% | -34.8% | +25.7% |
| 5Y | +67.7% | +12.4% | +55.4% | +43.4% |
| 10Y | +384.8% | +132.3% | +252.4% | +184.9% |
| All | +384.8% | +121.9% | +262.8% | +184.9% |
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