+575.6%
AU vs EL
-34.4%
+610.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.9% |
| 7D | -7.0% | -4.4% | -2.6% | -6.3% |
| 30D | +7.3% | +10.3% | -3.0% | +5.5% |
| 3M | +33.2% | +13.4% | +19.9% | +30.6% |
| 6M | -0.6% | +3.1% | -3.7% | -2.0% |
| YTD | +26.2% | -6.9% | +33.1% | +25.4% |
| 1Y | +68.3% | +11.9% | +56.4% | +63.5% |
| All | +575.6% | -34.4% | +610.0% | +544.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling