+672.3%
AU vs ET
+177.0%
+495.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +7.3% | +2.9% | +4.4% | +7.0% |
| 3M | +26.3% | +16.8% | +9.5% | +24.1% |
| 6M | +1.8% | +18.9% | -17.1% | -0.4% |
| YTD | +26.8% | +37.7% | -10.9% | +22.0% |
| 1Y | +66.7% | +32.4% | +34.2% | +61.0% |
| 3Y | +579.1% | +99.5% | +479.6% | +526.3% |
| 5Y | +689.3% | +244.0% | +445.4% | +598.9% |
| All | +672.3% | +177.0% | +495.3% | +645.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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