+109.0%
AAPL vs ED
+71.7%
+37.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | -2.7% | +0.5% | -3.3% | -2.8% |
| 30D | +1.0% | +1.1% | -0.1% | +0.9% |
| 3M | +5.0% | +4.6% | +0.3% | +4.3% |
| 6M | +23.0% | -2.0% | +25.0% | +23.3% |
| YTD | +16.6% | +11.7% | +4.9% | +14.3% |
| 1Y | +33.4% | +15.7% | +17.7% | +29.7% |
| 3Y | +79.9% | +34.4% | +45.5% | +64.2% |
| 5Y | +109.0% | +67.3% | +41.7% | +84.9% |
| All | +109.0% | +71.7% | +37.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling