+98.3%
AGG vs ED
+596.3%
-498.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -0.4% | -0.1% | -0.2% | -0.4% |
| 3M | -0.7% | +3.9% | -4.6% | -0.8% |
| 6M | -1.5% | -3.0% | +1.5% | -1.5% |
| YTD | -0.3% | +10.7% | -10.9% | -0.5% |
| 1Y | +1.3% | +13.3% | -12.0% | +1.0% |
| 3Y | +13.2% | +34.5% | -21.3% | +12.4% |
| 5Y | -1.4% | +67.1% | -68.6% | -2.3% |
| 10Y | +14.9% | +103.0% | -88.2% | +13.0% |
| All | +98.3% | +596.3% | -498.0% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling