+143.0%
ED vs AR
+57.2%
+85.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -1.7% | +6.4% | -8.1% | -1.9% |
| 30D | +10.7% | +3.1% | +7.6% | +10.6% |
| 3M | +11.6% | +3.3% | +8.4% | +11.5% |
| 6M | +13.5% | +6.6% | +7.0% | +13.2% |
| YTD | +23.1% | +12.3% | +10.8% | +22.5% |
| 1Y | +23.1% | +12.3% | +10.7% | +22.4% |
| 3Y | +47.9% | +50.4% | -2.5% | +44.8% |
| 5Y | +83.9% | +101.0% | -17.1% | +77.8% |
| All | +143.0% | +57.2% | +85.8% | +101.3% |
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