+44.1%
AA vs EAT
+319.3%
-275.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.9% |
| 7D | +5.3% | -7.1% | +12.4% | +7.8% |
| 30D | -2.3% | -2.3% | +0.1% | -1.9% |
| 3M | -20.8% | -19.6% | -1.2% | -15.8% |
| 6M | -39.8% | +46.0% | -85.8% | -48.7% |
| YTD | -23.3% | +37.7% | -61.0% | -34.3% |
| 1Y | +1.8% | +73.8% | -71.9% | -20.2% |
| 3Y | +69.5% | +482.1% | -412.5% | -18.8% |
| 5Y | -18.0% | +362.5% | -380.4% | -60.0% |
| All | +44.1% | +319.3% | -275.2% | -30.7% |
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