+672.3%
AU vs EAT
+374.9%
+297.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.3% | -7.7% | +3.4% | -3.7% |
| 30D | +7.3% | -13.6% | +20.9% | +8.4% |
| 3M | +26.3% | +33.9% | -7.5% | +23.7% |
| 6M | +1.8% | +47.2% | -45.4% | -1.2% |
| YTD | +26.8% | +48.1% | -21.2% | +23.0% |
| 1Y | +66.7% | +33.7% | +33.0% | +62.5% |
| 3Y | +579.1% | +595.8% | -16.7% | +491.8% |
| 5Y | +689.3% | +314.4% | +375.0% | +594.2% |
| All | +672.3% | +374.9% | +297.3% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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