+374.2%
AU vs ED
+85.1%
+289.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -7.2% | +2.1% | -9.3% | -7.9% |
| 30D | -2.9% | +10.4% | -13.3% | -6.2% |
| 3M | -8.7% | +12.5% | -21.2% | -12.5% |
| 6M | -14.1% | +14.9% | -29.1% | -18.8% |
| YTD | +4.8% | +24.8% | -20.0% | -4.8% |
| 1Y | +11.9% | +23.8% | -12.0% | +1.8% |
| 3Y | +513.8% | +51.6% | +462.2% | +396.0% |
| All | +374.2% | +85.1% | +289.1% | +309.3% |
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