+141.5%
W vs AA
+121.7%
+19.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.9% |
| 7D | +6.5% | +1.7% | +4.8% | +5.7% |
| 30D | -6.2% | +3.3% | -9.5% | -7.8% |
| 3M | +48.9% | -29.4% | +78.3% | +68.3% |
| 6M | +31.2% | -12.8% | +44.0% | +33.3% |
| YTD | -0.4% | -2.1% | +1.7% | -4.2% |
| 1Y | +14.8% | +62.8% | -47.9% | -11.8% |
| 3Y | +40.5% | +90.5% | -50.0% | -0.6% |
| 5Y | -62.1% | +19.1% | -81.2% | -69.9% |
| 10Y | +141.5% | +124.8% | +16.8% | +4.6% |
| All | +141.5% | +121.7% | +19.8% | +4.6% |
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