+45.0%
ED vs AR
+19.9%
+25.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.4% |
| 7D | +1.6% | -14.3% | +15.9% | +1.6% |
| 30D | +13.3% | +1.4% | +11.9% | +13.2% |
| 3M | +9.7% | +3.4% | +6.3% | +9.7% |
| 6M | +12.8% | -2.1% | +14.8% | +12.7% |
| YTD | +22.3% | +4.7% | +17.6% | +22.3% |
| 1Y | +26.3% | +10.6% | +15.7% | +26.4% |
| 3Y | +45.0% | +24.6% | +20.4% | +44.9% |
| All | +45.0% | +19.9% | +25.1% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling