+672.3%
AU vs EL
+26.1%
+646.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -4.3% | -6.5% | +2.2% | -3.3% |
| 30D | +7.3% | +11.1% | -3.8% | +5.6% |
| 3M | +26.3% | +10.7% | +15.6% | +24.4% |
| 6M | +1.8% | +6.9% | -5.1% | +0.2% |
| YTD | +26.8% | -6.3% | +33.1% | +26.4% |
| 1Y | +66.7% | +13.5% | +53.2% | +62.0% |
| 3Y | +579.1% | -33.1% | +612.1% | +586.0% |
| 5Y | +689.3% | -68.8% | +758.1% | +741.7% |
| All | +672.3% | +26.1% | +646.1% | +603.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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