+3,310.4%
V vs AA
-48.8%
+3,359.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.6% |
| 7D | +2.2% | +0.9% | +1.3% | +2.0% |
| 30D | +13.6% | -6.7% | +20.3% | +15.0% |
| 3M | +14.3% | -16.3% | +30.6% | +17.8% |
| 6M | +33.1% | -37.1% | +70.2% | +43.6% |
| YTD | +21.2% | -25.0% | +46.2% | +24.2% |
| 1Y | +26.4% | +8.6% | +17.9% | +19.3% |
| 3Y | +77.6% | +57.2% | +20.3% | +44.8% |
| 5Y | +102.6% | -13.0% | +115.6% | +75.3% |
| 10Y | +464.4% | +65.5% | +398.9% | +240.3% |
| All | +3,310.4% | -48.8% | +3,359.1% | +2,394.9% |
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 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