+243.0%
ED vs AR
-29.4%
+272.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -0.9% | +2.1% | -3.0% | -1.0% |
| 30D | +11.2% | +4.5% | +6.7% | +11.0% |
| 3M | +11.8% | +1.0% | +10.8% | +11.7% |
| 6M | +14.1% | +4.4% | +9.7% | +13.9% |
| YTD | +23.0% | +10.9% | +12.1% | +22.5% |
| 1Y | +23.7% | +8.6% | +15.1% | +23.2% |
| 3Y | +47.7% | +48.5% | -0.8% | +45.1% |
| 5Y | +82.6% | +95.7% | -13.1% | +77.5% |
| 10Y | +141.8% | +55.5% | +86.3% | +112.5% |
| All | +243.0% | -29.4% | +272.4% | +209.0% |
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