+41.8%
AR vs EL
+31.4%
+10.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -1.8% | +1.7% | -3.5% | -2.2% |
| 30D | +12.6% | +15.5% | -2.9% | +8.3% |
| 3M | +10.0% | +20.6% | -10.5% | +4.3% |
| 6M | +0.6% | +10.5% | -9.8% | -3.7% |
| YTD | +13.4% | -1.9% | +15.3% | +10.4% |
| 1Y | +21.7% | +16.1% | +5.6% | +11.7% |
| 3Y | +45.8% | -30.2% | +76.0% | +47.8% |
| 5Y | +144.3% | -67.4% | +211.6% | +227.7% |
| 10Y | +41.8% | +31.2% | +10.6% | 0.0% |
| All | +41.8% | +31.4% | +10.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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