+249.4%
ED vs AR
-32.8%
+282.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.8% | +1.0% |
| 7D | +5.2% | -11.7% | +16.9% | +5.5% |
| 30D | +15.5% | +1.8% | +13.7% | +15.4% |
| 3M | +13.0% | +6.0% | +7.1% | +12.8% |
| 6M | +13.1% | -7.0% | +20.1% | +13.2% |
| YTD | +25.3% | +5.6% | +19.7% | +24.9% |
| 1Y | +30.5% | +10.8% | +19.7% | +30.0% |
| 3Y | +49.3% | +19.3% | +30.0% | +47.5% |
| 5Y | +84.6% | +73.3% | +11.2% | +79.8% |
| 10Y | +135.4% | +47.6% | +87.8% | +107.2% |
| All | +249.4% | -32.8% | +282.3% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling