+778.3%
AU vs EL
+752.5%
+25.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -0.3% | +1.7% | -2.0% | -0.6% |
| 30D | +12.8% | +15.5% | -2.7% | +9.9% |
| 3M | +28.5% | +20.6% | +7.9% | +24.3% |
| 6M | +4.8% | +10.5% | -5.7% | +2.3% |
| YTD | +31.0% | -1.9% | +32.8% | +29.7% |
| 1Y | +81.4% | +16.1% | +65.4% | +74.3% |
| 3Y | +618.4% | -30.2% | +648.7% | +626.0% |
| 5Y | +686.3% | -67.4% | +753.7% | +791.5% |
| 10Y | +664.5% | +31.2% | +633.3% | +541.9% |
| All | +778.3% | +752.5% | +25.8% | +488.6% |
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 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