+138.4%
AA vs EL
+1,685.7%
-1,547.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -3.4% |
| 7D | -0.7% | +0.8% | -1.5% | -1.1% |
| 30D | +5.0% | +19.8% | -14.9% | -3.9% |
| 3M | -35.8% | +25.7% | -61.5% | -42.8% |
| 6M | -18.4% | +5.4% | -23.8% | -22.9% |
| YTD | -5.5% | +0.2% | -5.7% | -10.3% |
| 1Y | +61.0% | +20.4% | +40.5% | +39.6% |
| 3Y | +66.2% | -32.1% | +98.3% | +74.2% |
| 5Y | +11.4% | -67.2% | +78.6% | +61.8% |
| 10Y | +116.9% | +31.7% | +85.1% | +70.5% |
| All | +138.4% | +1,685.7% | -1,547.3% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling