+228.8%
AA vs EAT
+10,283.2%
-10,054.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.2% | +6.2% |
| 7D | +4.8% | -3.9% | +8.7% | +6.0% |
| 30D | -0.6% | +5.0% | -5.6% | -2.5% |
| 3M | -16.3% | -9.6% | -6.6% | -14.9% |
| 6M | -33.4% | +46.8% | -80.2% | -42.2% |
| YTD | -20.7% | +41.8% | -62.5% | -31.3% |
| 1Y | +12.9% | +98.3% | -85.4% | -12.0% |
| 3Y | +75.7% | +503.1% | -427.3% | -6.6% |
| 5Y | -6.8% | +356.7% | -363.5% | -48.7% |
| 10Y | +53.6% | +349.8% | -296.2% | -27.6% |
| All | +228.8% | +10,283.2% | -10,054.4% | -37.6% |
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