-14.8%
AA vs ET
+1,435.0%
-1,449.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | -0.7% | +0.9% | -1.6% | -1.1% |
| 30D | +5.0% | +7.5% | -2.5% | +1.1% |
| 3M | -35.8% | +11.4% | -47.2% | -39.4% |
| 6M | -18.4% | +18.5% | -36.9% | -25.6% |
| YTD | -5.5% | +37.4% | -42.9% | -20.0% |
| 1Y | +61.0% | +30.9% | +30.0% | +39.5% |
| 3Y | +66.2% | +98.7% | -32.5% | +18.0% |
| 5Y | +11.4% | +230.7% | -219.3% | -36.8% |
| 10Y | +116.9% | +175.6% | -58.7% | +25.4% |
| All | -14.8% | +1,435.0% | -1,449.8% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling