+45.0%
AA vs EL
+60.9%
-15.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | +1.2% | +7.6% | -6.4% | -2.2% |
| 30D | -5.0% | +15.7% | -20.7% | -11.8% |
| 3M | -22.2% | +30.5% | -52.8% | -32.7% |
| 6M | -36.3% | +32.5% | -68.9% | -46.0% |
| YTD | -24.2% | +9.4% | -33.6% | -31.9% |
| 1Y | +3.9% | +28.4% | -24.5% | -14.5% |
| 3Y | +67.6% | +4.4% | +63.1% | +40.2% |
| 5Y | -8.8% | -64.5% | +55.7% | +45.0% |
| 10Y | +45.0% | +64.9% | -19.9% | +2.8% |
| All | +45.0% | +60.9% | -15.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling