+291.9%
AA vs ED
+2,217.3%
-1,925.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +5.0% | -0.1% | +5.1% | +4.9% |
| 3M | -35.8% | +3.9% | -39.8% | -37.1% |
| 6M | -18.4% | -3.0% | -15.4% | -17.9% |
| YTD | -5.5% | +10.7% | -16.2% | -10.0% |
| 1Y | +61.0% | +13.3% | +47.6% | +50.9% |
| 3Y | +66.2% | +34.5% | +31.7% | +41.3% |
| 5Y | +11.4% | +67.1% | -55.8% | -14.4% |
| 10Y | +116.9% | +103.0% | +13.8% | +42.6% |
| All | +291.9% | +2,217.3% | -1,925.4% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling