+15.0%
DE vs AU
-3.1%
+18.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -2.4% | -7.0% | +4.6% | -1.5% |
| 30D | +9.7% | +7.3% | +2.4% | +8.6% |
| 3M | +21.4% | +33.2% | -11.9% | +15.8% |
| 6M | +15.0% | -0.6% | +15.6% | +14.5% |
| All | +15.0% | -3.1% | +18.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 6mo: compounded portfolio wealth divided by compounded AU 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…
6mo analysis · Full analysis span regression · 6 months rolling