+10.4%
AA vs EL
+25.2%
-14.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +2.8% |
| 7D | +1.1% | +0.3% | +0.9% | +1.1% |
| 30D | -1.3% | +12.3% | -13.5% | -3.0% |
| 3M | -23.9% | +28.4% | -52.3% | -27.0% |
| 6M | -36.8% | +36.7% | -73.5% | -40.1% |
| YTD | -22.2% | +8.4% | -30.6% | -26.7% |
| 1Y | +10.4% | +25.4% | -15.1% | -6.8% |
| All | +10.4% | +25.2% | -14.8% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling