+678.6%
AU vs ED
+67.9%
+610.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | +7.3% | -0.4% | +7.7% | +7.4% |
| 3M | +26.3% | +0.5% | +25.9% | +25.6% |
| 6M | +1.8% | -3.1% | +4.9% | +2.4% |
| YTD | +26.8% | +9.8% | +17.0% | +20.6% |
| 1Y | +66.7% | +12.6% | +54.1% | +55.9% |
| 3Y | +579.1% | +31.4% | +547.7% | +478.2% |
| All | +678.6% | +67.9% | +610.7% | +529.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling