-14.8%
AA vs ED
+80.7%
-95.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.1% |
| 7D | +0.9% | +1.6% | -0.8% | +0.7% |
| 30D | -6.7% | +13.3% | -20.0% | -7.8% |
| 3M | -16.3% | +9.7% | -26.1% | -17.1% |
| 6M | -37.1% | +12.8% | -49.9% | -37.9% |
| YTD | -25.0% | +22.3% | -47.3% | -26.9% |
| 1Y | +8.6% | +26.3% | -17.7% | +5.0% |
| 3Y | +57.2% | +45.0% | +12.2% | +37.3% |
| All | -14.8% | +80.7% | -95.5% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling