-14.8%
AA vs EL
-66.1%
+51.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -6.7% | +16.5% | -23.2% | -12.7% |
| 3M | -16.3% | +29.2% | -45.5% | -25.6% |
| 6M | -37.1% | +27.9% | -65.0% | -44.4% |
| YTD | -25.0% | +6.2% | -31.2% | -30.4% |
| 1Y | +8.6% | +27.2% | -18.6% | -7.6% |
| 3Y | +57.2% | +3.2% | +54.0% | +35.5% |
| All | -14.8% | -66.1% | +51.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling