+24.5%
ALAB vs ED
+27.1%
-2.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | +1.6% |
| 7D | -24.9% | +5.4% | -30.3% | -15.9% |
| 30D | -38.4% | +16.4% | -54.7% | -15.4% |
| 3M | -38.3% | +11.9% | -50.1% | -21.8% |
| 6M | +10.9% | +11.6% | -0.6% | +43.9% |
| YTD | +34.2% | +24.1% | +10.1% | +114.8% |
| 1Y | +24.5% | +26.9% | -2.4% | +112.4% |
| All | +24.5% | +27.1% | -2.6% | +112.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling