+210.9%
AA vs ED
+2,460.7%
-2,249.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.8% |
| 7D | +0.9% | +1.6% | -0.8% | +0.2% |
| 30D | -6.7% | +13.3% | -20.0% | -11.3% |
| 3M | -16.3% | +9.7% | -26.1% | -19.5% |
| 6M | -37.1% | +12.8% | -49.9% | -40.4% |
| YTD | -25.0% | +22.3% | -47.3% | -31.4% |
| 1Y | +8.6% | +26.3% | -17.7% | -2.3% |
| 3Y | +57.2% | +45.0% | +12.2% | +29.9% |
| 5Y | -13.0% | +80.2% | -93.2% | -34.9% |
| 10Y | +65.5% | +129.9% | -64.3% | +3.3% |
| All | +210.9% | +2,460.7% | -2,249.8% | -19.8% |
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 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