+137.0%
AA vs EL
+32.7%
+104.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.5% |
| 7D | +1.7% | +1.7% | 0.0% | +0.7% |
| 30D | +3.3% | +15.5% | -12.2% | -4.5% |
| 3M | -29.4% | +20.6% | -50.0% | -36.4% |
| 6M | -12.8% | +10.5% | -23.3% | -19.8% |
| YTD | -2.1% | -1.9% | -0.2% | -6.7% |
| 1Y | +62.8% | +16.1% | +46.7% | +40.8% |
| 3Y | +90.5% | -30.2% | +120.7% | +100.3% |
| 5Y | +19.1% | -67.4% | +86.5% | +95.8% |
| All | +137.0% | +32.7% | +104.3% | +107.1% |
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