+132.3%
AA vs EAT
+370.1%
-237.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -0.9% |
| 7D | -0.6% | -6.8% | +6.2% | +1.6% |
| 30D | -1.6% | -5.4% | +3.8% | -0.5% |
| 3M | -29.8% | +42.8% | -72.6% | -38.7% |
| 6M | -16.6% | +56.5% | -73.1% | -31.0% |
| YTD | -4.0% | +50.0% | -54.1% | -19.5% |
| 1Y | +63.5% | +38.3% | +25.2% | +39.4% |
| 3Y | +86.8% | +591.6% | -504.9% | -15.1% |
| 5Y | +12.4% | +312.6% | -300.3% | -42.5% |
| 10Y | +132.3% | +381.4% | -249.1% | -3.2% |
| All | +132.3% | +370.1% | -237.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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