+47.8%
AA vs ED
+141.1%
-93.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -0.9% | +2.1% | +1.2% |
| 30D | -1.3% | +11.2% | -12.4% | -2.9% |
| 3M | -23.9% | +11.8% | -35.7% | -25.2% |
| 6M | -36.8% | +14.1% | -50.9% | -38.2% |
| YTD | -22.2% | +23.0% | -45.1% | -25.0% |
| 1Y | +10.4% | +23.7% | -13.3% | +6.2% |
| 3Y | +72.0% | +47.7% | +24.3% | +55.5% |
| 5Y | -15.6% | +82.6% | -98.2% | -26.7% |
| 10Y | +47.8% | +141.8% | -94.0% | +33.7% |
| All | +47.8% | +141.1% | -93.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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