+4.6%
ALAB vs ED
+12.5%
-7.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.1% | +13.9% | +13.4% |
| 7D | -5.6% | -0.1% | -5.5% | -5.0% |
| 30D | -36.6% | +11.6% | -48.2% | -18.1% |
| 3M | -35.1% | +10.5% | -45.6% | -18.5% |
| All | +4.6% | +12.5% | -7.9% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling