+104.0%
ED vs AR
+45.1%
+58.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +0.9% |
| 7D | +0.5% | -1.8% | +2.4% | +0.6% |
| 30D | +1.1% | +12.6% | -11.5% | +0.7% |
| 3M | +4.6% | +10.0% | -5.4% | +4.3% |
| 6M | -2.0% | +0.6% | -2.6% | -2.1% |
| YTD | +11.7% | +13.4% | -1.7% | +11.1% |
| 1Y | +15.7% | +21.7% | -6.0% | +14.8% |
| 3Y | +34.4% | +45.8% | -11.5% | +31.7% |
| 5Y | +67.3% | +144.3% | -76.9% | +60.8% |
| 10Y | +104.0% | +41.8% | +62.2% | +74.4% |
| All | +104.0% | +45.1% | +58.9% | +74.4% |
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