+10.4%
AA vs ED
+24.8%
-14.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.7% | +2.6% |
| 7D | +1.1% | -0.9% | +2.1% | +0.8% |
| 30D | -1.3% | +11.2% | -12.4% | +3.9% |
| 3M | -23.9% | +11.8% | -35.7% | -19.8% |
| 6M | -36.8% | +14.1% | -50.9% | -32.1% |
| YTD | -22.2% | +23.0% | -45.1% | -3.2% |
| 1Y | +10.4% | +23.7% | -13.3% | +38.5% |
| All | +10.4% | +24.8% | -14.5% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling