+207.4%
ALAB vs ED
+44.1%
+163.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.6% | +2.5% |
| 7D | -26.3% | +1.6% | -27.9% | -23.6% |
| 30D | -50.1% | +13.3% | -63.4% | -38.2% |
| 3M | -42.5% | +9.7% | -52.2% | -32.2% |
| 6M | -10.8% | +12.8% | -23.6% | +12.2% |
| YTD | +14.6% | +22.3% | -7.7% | +63.9% |
| 1Y | +17.1% | +26.3% | -9.2% | +76.7% |
| All | +207.4% | +44.1% | +163.3% | +525.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling