+127.4%
ED vs ALK
-41.7%
+169.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | +1.6% | +9.0% | -7.4% | +1.0% |
| 30D | +13.3% | -1.6% | +14.9% | +13.3% |
| 3M | +9.7% | -23.2% | +32.9% | +11.6% |
| 6M | +12.8% | -3.9% | +16.7% | +12.5% |
| YTD | +22.3% | -22.6% | +44.9% | +23.4% |
| 1Y | +26.3% | -5.3% | +31.6% | +25.1% |
| 3Y | +45.0% | +18.6% | +26.5% | +36.1% |
| 5Y | +80.2% | -34.4% | +114.6% | +78.4% |
| All | +127.4% | -41.7% | +169.1% | +108.6% |
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