+126.9%
AU vs ET
+1,451.4%
-1,324.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -7.0% | +1.4% | -8.3% | -7.2% |
| 30D | +7.3% | +4.6% | +2.7% | +6.4% |
| 3M | +33.2% | +16.0% | +17.2% | +29.6% |
| 6M | -0.6% | +22.8% | -23.4% | -4.5% |
| YTD | +26.2% | +38.9% | -12.7% | +18.7% |
| 1Y | +68.3% | +34.1% | +34.2% | +59.2% |
| 3Y | +592.1% | +98.8% | +493.3% | +508.8% |
| 5Y | +685.3% | +246.8% | +438.4% | +526.4% |
| 10Y | +682.5% | +174.4% | +508.2% | +505.3% |
| All | +126.9% | +1,451.4% | -1,324.5% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling