+44.6%
AU vs ED
+27.1%
+17.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.0% | +5.0% | +8.6% |
| 7D | +0.8% | +5.4% | -4.6% | +2.1% |
| 30D | -7.0% | +16.4% | -23.3% | -3.4% |
| 3M | +8.5% | +11.9% | -3.3% | +11.5% |
| 6M | -1.3% | +11.6% | -12.8% | +2.1% |
| YTD | +6.8% | +24.1% | -17.3% | +12.7% |
| 1Y | +44.6% | +26.9% | +17.7% | +54.0% |
| All | +44.6% | +27.1% | +17.5% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling