Current Portfolio
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Analysis Options
Analyzing Portfolio...
Downloading historical data and calculating portfolio statistics
Portfolio Summary
Portfolio Weights
| Ticker | Weight (%) |
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Empirical Distribution Analysis
- How it works: Takes your optimized portfolio weights and applies them to historical daily returns, then calculates -- rolling 1-year periods to see how the portfolio actually performed year-to-year. Creates a histogram of these rolling returns and fits a smooth distribution curve using Kernel Density Estimation (KDE) with a Gaussian kernel
- What it reveals: The real distribution of annual returns your portfolio would have experienced, including the frequency of good years, bad years, and extreme events
- Post-optimization value: While optimization assumes a normal distribution for ease of computation, this analysis shows the actual volatility and return patterns you would have experienced as an investor
- Risk insights: Reveals practical details like worst-case scenarios, typical performance ranges, and how often you might expect significant gains or losses
Historical Return Distribution
Drag the sliders on the chart above or enter a custom return range below.
Value at Risk (VaR) Analysis
Based on historical data, there is a 10% chance that annual returns will be worse than:
Future market conditions may differ significantly.
Distribution Characteristics
Important: This analysis shows what actually happened historically. It does not predict future performance, but provides context for understanding potential variability. This analysis is for educational purposes only and should not be considered investment advice.
Portfolio Composition
Portfolio composition with individual ticker statistics for each asset in your portfolio over the analysis period. For ETFs, "Top Sector" and "Second Sector" represent the largest sector allocations. Click on a ticker to view detailed information.
| Ticker | Weight (%) | Company Name | Top Sector | Second Sector | Security Type | Expected Return* | Volatility | Sharpe Ratio |
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Correlation Matrix
Correlation matrix showing how closely the returns of different assets move together. Values closer to 1 indicate strong positive correlation, while values closer to -1 indicate strong negative correlation.