+217.0%
W vs AA
+45.1%
+171.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -2.0% |
| 7D | +1.1% | +1.2% | -0.2% | +0.8% |
| 30D | +6.4% | -5.0% | +11.4% | +8.6% |
| 3M | +9.0% | -22.2% | +31.2% | +19.6% |
| 6M | +69.8% | -36.3% | +106.1% | +98.1% |
| YTD | +12.1% | -24.2% | +36.2% | +19.0% |
| 1Y | 0.0% | +3.9% | -3.9% | -7.2% |
| 3Y | +160.3% | +67.6% | +92.8% | +94.0% |
| 5Y | -53.3% | -8.8% | -44.5% | -58.4% |
| 10Y | +217.0% | +45.0% | +172.0% | +65.2% |
| All | +217.0% | +45.1% | +171.9% | +65.2% |
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