+602.8%
AU vs EL
+836.8%
-234.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -7.2% | +1.5% | -8.7% | -7.4% |
| 30D | -2.9% | +10.0% | -12.9% | -4.6% |
| 3M | -8.7% | +28.4% | -37.1% | -12.8% |
| 6M | -14.1% | +37.1% | -51.2% | -19.1% |
| YTD | +4.8% | +7.8% | -3.0% | +1.9% |
| 1Y | +11.9% | +26.0% | -14.2% | +5.8% |
| 3Y | +513.8% | +3.8% | +510.0% | +480.3% |
| 5Y | +379.3% | -65.2% | +444.4% | +436.7% |
| 10Y | +837.1% | +62.1% | +774.9% | +654.1% |
| All | +602.8% | +836.8% | -234.0% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling