+146.4%
ED vs ALK
-45.9%
+192.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.8% | +1.5% |
| 7D | +2.1% | -1.2% | +3.2% | +2.1% |
| 30D | +10.4% | +7.7% | +2.7% | +9.7% |
| 3M | +12.5% | -19.0% | +31.5% | +14.0% |
| 6M | +14.9% | -0.2% | +15.1% | +14.3% |
| YTD | +24.8% | -23.5% | +48.3% | +26.0% |
| 1Y | +23.8% | -9.1% | +33.0% | +23.0% |
| 3Y | +51.6% | +12.0% | +39.6% | +43.0% |
| 5Y | +86.4% | -30.9% | +117.3% | +83.2% |
| All | +146.4% | -45.9% | +192.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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