+634.6%
XYZ vs AA
+45.1%
+589.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.0% | -2.0% |
| 7D | +12.6% | +1.2% | +11.4% | +12.3% |
| 30D | +10.8% | -5.0% | +15.8% | +12.5% |
| 3M | +8.4% | -22.2% | +30.6% | +16.5% |
| 6M | +14.3% | -36.3% | +50.7% | +28.7% |
| YTD | +31.5% | -24.2% | +55.7% | +36.5% |
| 1Y | +28.1% | +3.9% | +24.2% | +19.1% |
| 3Y | +66.2% | +67.6% | -1.4% | +24.8% |
| 5Y | -62.3% | -8.8% | -53.5% | -66.6% |
| 10Y | +634.6% | +45.0% | +589.6% | +372.8% |
| All | +634.6% | +45.1% | +589.5% | +372.8% |
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