+13.3%
ED vs AS
-21.9%
+35.2%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.1% |
| 7D | -0.2% | -4.9% | +4.7% | -0.5% |
| 30D | -0.1% | -19.6% | +19.5% | -1.5% |
| 3M | +3.9% | -14.4% | +18.3% | +3.0% |
| 6M | -3.0% | -20.1% | +17.1% | -4.4% |
| YTD | +10.7% | -20.9% | +31.6% | +9.1% |
| 1Y | +13.3% | -21.9% | +35.2% | +11.0% |
| All | +13.3% | -21.9% | +35.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling