+228.8%
AA vs ED
+2,457.0%
-2,228.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | -0.6% | +11.6% | -12.2% | -5.0% |
| 3M | -16.3% | +10.5% | -26.8% | -19.7% |
| 6M | -33.4% | +13.2% | -46.6% | -37.0% |
| YTD | -20.7% | +22.1% | -42.8% | -27.4% |
| 1Y | +12.9% | +24.2% | -11.2% | +2.3% |
| 3Y | +75.7% | +46.9% | +28.8% | +44.4% |
| 5Y | -6.8% | +80.8% | -87.6% | -30.3% |
| 10Y | +53.6% | +134.3% | -80.6% | -4.8% |
| All | +228.8% | +2,457.0% | -2,228.2% | -15.1% |
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