+2,926.4%
V vs AA
-35.4%
+2,961.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +2.0% | +5.0% | -3.0% | +0.6% |
| 3M | +17.4% | -35.8% | +53.2% | +27.1% |
| 6M | +17.5% | -18.4% | +35.9% | +19.6% |
| YTD | +7.6% | -5.5% | +13.1% | +5.5% |
| 1Y | +7.7% | +61.0% | -53.2% | -6.8% |
| 3Y | +54.7% | +66.2% | -11.6% | +24.9% |
| 5Y | +73.0% | +11.4% | +61.7% | +41.6% |
| 10Y | +390.9% | +116.9% | +274.0% | +179.1% |
| All | +2,926.4% | -35.4% | +2,961.8% | +2,018.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling