-30.6%
AR vs EL
+86.7%
-117.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.4% |
| 7D | -14.3% | +0.8% | -15.0% | -14.5% |
| 30D | +1.4% | +16.5% | -15.1% | -2.5% |
| 3M | +3.4% | +29.2% | -25.8% | -3.9% |
| 6M | -2.1% | +27.9% | -30.0% | -9.6% |
| YTD | +4.7% | +6.2% | -1.5% | -0.6% |
| 1Y | +10.6% | +27.2% | -16.6% | -1.0% |
| 3Y | +24.6% | +3.2% | +21.4% | +10.5% |
| 5Y | +71.9% | -66.0% | +137.9% | +127.6% |
| 10Y | +46.4% | +58.3% | -12.0% | -2.5% |
| All | -30.6% | +86.7% | -117.3% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling