+141.3%
ED vs AR
+52.4%
+88.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.5% |
| 7D | +2.1% | -5.8% | +7.9% | +2.3% |
| 30D | +12.4% | +4.8% | +7.6% | +12.2% |
| 3M | +13.1% | +1.5% | +11.6% | +13.0% |
| 6M | +14.1% | +4.7% | +9.4% | +13.8% |
| YTD | +23.1% | +9.2% | +13.9% | +22.5% |
| 1Y | +25.4% | +11.2% | +14.3% | +24.8% |
| 3Y | +47.9% | +46.2% | +1.6% | +44.9% |
| 5Y | +81.9% | +98.1% | -16.2% | +75.9% |
| 10Y | +141.3% | +54.5% | +86.7% | +98.7% |
| All | +141.3% | +52.4% | +88.8% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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