+75.7%
AA vs EAT
+498.6%
-422.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.1% |
| 7D | +4.8% | -3.9% | +8.7% | +5.7% |
| 30D | -0.6% | +5.0% | -5.6% | -1.9% |
| 3M | -16.3% | -9.6% | -6.6% | -15.2% |
| 6M | -33.4% | +46.8% | -80.2% | -40.8% |
| YTD | -20.7% | +41.8% | -62.5% | -29.6% |
| 1Y | +12.9% | +98.3% | -85.4% | -9.7% |
| 3Y | +75.7% | +503.1% | -427.3% | -16.1% |
| All | +75.7% | +498.6% | -422.9% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling