+400.4%
ALAB vs ED
+30.4%
+370.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +7.7% |
| 7D | +7.2% | -0.2% | +7.4% | +7.1% |
| 30D | -2.5% | -0.1% | -2.4% | -2.6% |
| 3M | -13.3% | +3.9% | -17.2% | -5.9% |
| 6M | +172.8% | -3.0% | +175.9% | +171.0% |
| YTD | +86.6% | +10.7% | +75.9% | +124.2% |
| 1Y | +65.2% | +13.3% | +51.8% | +110.0% |
| All | +400.4% | +30.4% | +370.0% | +756.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling