+45.9%
AA vs ETHA
-30.2%
+76.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | -5.4% | -2.4% | -3.0% | -4.8% |
| 30D | -10.7% | +30.9% | -41.6% | -17.1% |
| 3M | -26.2% | +51.1% | -77.3% | -34.3% |
| 6M | -20.9% | +20.5% | -41.5% | -25.8% |
| YTD | -8.6% | -17.3% | +8.6% | -6.8% |
| 1Y | +57.4% | -43.2% | +100.6% | +74.9% |
| All | +45.9% | -30.2% | +76.1% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 3y: compounded portfolio wealth divided by compounded ETHA 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…
3y analysis · Full analysis span regression · 6 months rolling