+678.6%
AU vs ET
+241.8%
+436.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +7.3% | +2.9% | +4.4% | +6.4% |
| 3M | +26.3% | +16.8% | +9.5% | +20.5% |
| 6M | +1.8% | +18.9% | -17.1% | -4.1% |
| YTD | +26.8% | +37.7% | -10.9% | +13.8% |
| 1Y | +66.7% | +32.4% | +34.2% | +51.4% |
| 3Y | +579.1% | +99.5% | +479.6% | +421.1% |
| All | +678.6% | +241.8% | +436.9% | +452.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling