+12.4%
AA vs EAT
+350.4%
-338.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +5.0% | +1.9% | +3.1% | +3.9% |
| 3M | -35.8% | +68.7% | -104.5% | -45.7% |
| 6M | -18.4% | +66.9% | -85.3% | -32.0% |
| YTD | -5.5% | +60.4% | -65.9% | -20.2% |
| 1Y | +61.0% | +44.0% | +17.0% | +39.3% |
| 3Y | +66.2% | +604.7% | -538.5% | -20.2% |
| All | +12.4% | +350.4% | -338.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling