+45.0%
AA vs ED
+136.7%
-91.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.5% |
| 7D | +1.2% | +2.1% | -0.9% | +0.9% |
| 30D | -5.0% | +12.4% | -17.4% | -6.7% |
| 3M | -22.2% | +13.1% | -35.3% | -23.7% |
| 6M | -36.3% | +14.1% | -50.4% | -37.7% |
| YTD | -24.2% | +23.1% | -47.2% | -26.9% |
| 1Y | +3.9% | +25.4% | -21.6% | -0.4% |
| 3Y | +67.6% | +47.9% | +19.7% | +51.5% |
| 5Y | -8.8% | +81.9% | -90.7% | -20.7% |
| 10Y | +45.0% | +141.3% | -96.3% | +30.9% |
| All | +45.0% | +136.7% | -91.7% | +30.9% |
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