+249.6%
ALAB vs ED
+43.9%
+205.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.1% | +13.9% | +13.5% |
| 7D | -5.6% | -0.1% | -5.5% | -5.0% |
| 30D | -36.6% | +11.6% | -48.2% | -23.3% |
| 3M | -35.1% | +10.5% | -45.6% | -22.6% |
| 6M | +8.5% | +13.2% | -4.7% | +37.5% |
| YTD | +30.4% | +22.1% | +8.2% | +86.1% |
| 1Y | +31.0% | +24.2% | +6.9% | +93.5% |
| All | +249.6% | +43.9% | +205.7% | +610.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling