+210.1%
W vs AA
+42.1%
+168.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +1.1% |
| 7D | +0.2% | +0.5% | -0.3% | 0.0% |
| 30D | +6.8% | -0.6% | +7.4% | +7.0% |
| 3M | +10.7% | -19.7% | +30.3% | +20.1% |
| 6M | +86.3% | -41.6% | +127.9% | +125.4% |
| YTD | +11.5% | -24.6% | +36.1% | +18.7% |
| 1Y | +5.1% | +4.9% | +0.2% | -2.8% |
| 3Y | +171.0% | +66.8% | +104.2% | +102.3% |
| 5Y | -56.6% | -19.4% | -37.2% | -59.7% |
| All | +210.1% | +42.1% | +168.0% | +62.7% |
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 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