+33.7%
ALAB vs ED
+14.2%
+19.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -5.1% |
| 7D | +3.2% | +0.5% | +2.7% | +4.6% |
| 30D | -13.6% | +1.1% | -14.7% | -11.4% |
| 3M | -16.6% | +4.6% | -21.2% | -6.8% |
| 6M | +142.3% | -2.0% | +144.3% | +142.6% |
| YTD | +73.6% | +11.7% | +61.9% | +124.8% |
| 1Y | +33.7% | +15.7% | +17.9% | +87.1% |
| All | +33.7% | +14.2% | +19.4% | +87.1% |
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