+128.1%
AA vs ETR
+303.8%
-175.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -1.6% | +2.0% | -3.6% | -2.6% |
| 3M | -29.8% | -1.7% | -28.1% | -29.3% |
| 6M | -16.6% | +3.6% | -20.2% | -18.5% |
| YTD | -4.0% | +18.0% | -22.1% | -12.0% |
| 1Y | +63.5% | +26.2% | +37.3% | +45.0% |
| 3Y | +86.8% | +148.0% | -61.2% | +17.5% |
| 5Y | +12.4% | +126.1% | -113.7% | -26.4% |
| All | +128.1% | +303.8% | -175.7% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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