-14.1%
AU vs ED
+16.0%
-30.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.9% |
| 7D | -7.2% | +2.1% | -9.3% | -6.3% |
| 30D | -2.9% | +10.4% | -13.3% | +1.9% |
| 3M | -8.7% | +12.5% | -21.2% | -3.8% |
| 6M | -14.1% | +14.9% | -29.1% | -6.9% |
| All | -14.1% | +16.0% | -30.2% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling