+41.6%
AA vs ED
+147.1%
-105.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -1.9% |
| 7D | +0.5% | +2.1% | -1.6% | +0.2% |
| 30D | -0.6% | +10.4% | -11.0% | -2.1% |
| 3M | -19.7% | +12.5% | -32.2% | -21.1% |
| 6M | -41.6% | +14.9% | -56.5% | -42.9% |
| YTD | -24.6% | +24.8% | -49.5% | -27.5% |
| 1Y | +4.9% | +23.8% | -19.0% | +0.9% |
| 3Y | +66.8% | +51.6% | +15.2% | +50.1% |
| 5Y | -19.4% | +86.4% | -105.8% | -30.2% |
| All | +41.6% | +147.1% | -105.5% | +27.8% |
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