+82.6%
ED vs ALK
-28.7%
+111.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | -0.1% |
| 7D | -0.9% | +2.6% | -3.5% | -1.0% |
| 30D | +11.2% | +7.8% | +3.4% | +11.0% |
| 3M | +11.8% | -15.2% | +27.0% | +11.9% |
| 6M | +14.1% | +5.0% | +9.0% | +13.8% |
| YTD | +23.0% | -18.4% | +41.4% | +23.1% |
| 1Y | +23.7% | -2.4% | +26.1% | +23.1% |
| 3Y | +47.7% | +19.8% | +28.0% | +40.7% |
| 5Y | +82.6% | -27.8% | +110.4% | +80.7% |
| All | +82.6% | -28.7% | +111.3% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling