+788.4%
AU vs ED
+804.3%
-15.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | +23.9% | -0.1% | +24.0% | +23.8% |
| 3M | +19.1% | +3.9% | +15.2% | +17.2% |
| 6M | -0.2% | -3.0% | +2.9% | +0.3% |
| YTD | +32.5% | +10.7% | +21.8% | +27.5% |
| 1Y | +96.9% | +13.3% | +83.6% | +87.6% |
| 3Y | +614.7% | +34.5% | +580.2% | +541.9% |
| 5Y | +647.7% | +67.1% | +580.6% | +528.6% |
| 10Y | +679.2% | +103.0% | +576.2% | +485.0% |
| All | +788.4% | +804.3% | -15.9% | +417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling