+41.6%
AA vs EL
+62.2%
-20.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | +0.5% | +1.5% | -1.0% | -0.2% |
| 30D | -0.6% | +10.0% | -10.6% | -5.4% |
| 3M | -19.7% | +28.4% | -48.1% | -30.0% |
| 6M | -41.6% | +37.1% | -78.6% | -51.2% |
| YTD | -24.6% | +7.8% | -32.5% | -31.8% |
| 1Y | +4.9% | +26.0% | -21.2% | -13.0% |
| 3Y | +66.8% | +3.8% | +63.0% | +39.8% |
| 5Y | -19.4% | -65.2% | +45.8% | +29.5% |
| All | +41.6% | +62.2% | -20.6% | -0.7% |
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