+124.8%
AA vs ED
+104.2%
+20.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | +3.3% | +1.1% | +2.2% | +3.1% |
| 3M | -29.4% | +4.6% | -34.1% | -30.0% |
| 6M | -12.8% | -2.0% | -10.8% | -12.7% |
| YTD | -2.1% | +11.7% | -13.8% | -4.2% |
| 1Y | +62.8% | +15.7% | +47.0% | +57.8% |
| 3Y | +90.5% | +34.4% | +56.1% | +75.1% |
| 5Y | +19.1% | +67.3% | -48.2% | +5.1% |
| 10Y | +124.8% | +104.0% | +20.7% | +105.5% |
| All | +124.8% | +104.2% | +20.6% | +105.5% |
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