+672.3%
AU vs ED
+108.5%
+563.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.3% | -0.8% | -3.5% | -4.1% |
| 30D | +7.3% | -0.4% | +7.7% | +7.3% |
| 3M | +26.3% | +0.5% | +25.9% | +25.9% |
| 6M | +1.8% | -3.1% | +4.9% | +2.2% |
| YTD | +26.8% | +9.8% | +17.0% | +23.1% |
| 1Y | +66.7% | +12.6% | +54.1% | +60.4% |
| 3Y | +579.1% | +31.4% | +547.7% | +525.7% |
| 5Y | +689.3% | +69.4% | +619.9% | +599.3% |
| All | +672.3% | +108.5% | +563.8% | +446.5% |
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