+638.0%
XYZ vs AA
+64.5%
+573.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +1.8% |
| 7D | +14.9% | +4.8% | +10.1% | +13.3% |
| 30D | +14.7% | -0.6% | +15.3% | +14.8% |
| 3M | +12.1% | -16.3% | +28.4% | +17.7% |
| 6M | +18.3% | -33.4% | +51.7% | +31.3% |
| YTD | +36.1% | -20.7% | +56.7% | +39.3% |
| 1Y | +35.3% | +12.9% | +22.4% | +22.4% |
| 3Y | +73.5% | +75.7% | -2.2% | +28.4% |
| 5Y | -61.6% | -6.8% | -54.8% | -66.2% |
| 10Y | +638.0% | +53.6% | +584.4% | +368.8% |
| All | +638.0% | +64.5% | +573.5% | +368.8% |
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