+214.4%
AA vs EAT
+9,855.7%
-9,641.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.2% |
| 7D | +1.2% | -5.9% | +7.2% | +3.0% |
| 30D | -5.0% | +0.7% | -5.7% | -5.6% |
| 3M | -22.2% | -14.2% | -8.0% | -19.7% |
| 6M | -36.3% | +40.7% | -77.1% | -44.0% |
| YTD | -24.2% | +36.0% | -60.2% | -33.5% |
| 1Y | +3.9% | +83.1% | -79.2% | -17.2% |
| 3Y | +67.6% | +474.8% | -407.2% | -9.6% |
| 5Y | -8.8% | +347.6% | -356.4% | -49.6% |
| 10Y | +45.0% | +321.5% | -276.6% | -30.4% |
| All | +214.4% | +9,855.7% | -9,641.3% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling