+236.1%
ALNY vs ED
+108.5%
+127.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.5% |
| 7D | -6.5% | -0.8% | -5.8% | -6.5% |
| 30D | +11.0% | -0.4% | +11.5% | +11.1% |
| 3M | -14.1% | +0.5% | -14.5% | -14.0% |
| 6M | -22.4% | -3.1% | -19.3% | -22.0% |
| YTD | -37.5% | +9.8% | -47.3% | -38.1% |
| 1Y | -46.9% | +12.6% | -59.5% | -47.7% |
| 3Y | +22.1% | +31.4% | -9.3% | +17.9% |
| 5Y | +31.2% | +69.4% | -38.2% | +24.4% |
| All | +236.1% | +108.5% | +127.6% | +239.0% |
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