+117.0%
AA vs ET
+177.0%
-60.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | -3.4% | +0.2% | -3.7% | -3.6% |
| 30D | -5.8% | +2.9% | -8.6% | -7.7% |
| 3M | -29.9% | +16.8% | -46.7% | -37.0% |
| 6M | -27.0% | +18.9% | -45.9% | -35.5% |
| YTD | -8.7% | +37.7% | -46.4% | -26.9% |
| 1Y | +50.6% | +32.4% | +18.2% | +23.7% |
| 3Y | +74.1% | +99.5% | -25.4% | +10.0% |
| 5Y | +2.6% | +244.0% | -241.4% | -52.8% |
| All | +117.0% | +177.0% | -60.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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