+41.1%
ED vs AS
+137.8%
-96.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.7% |
| 7D | +2.1% | +4.5% | -2.4% | +2.3% |
| 30D | +12.4% | +13.2% | -0.8% | +13.1% |
| 3M | +13.1% | -11.9% | +25.0% | +12.5% |
| 6M | +14.1% | -11.6% | +25.6% | +13.5% |
| YTD | +23.1% | -14.7% | +37.8% | +22.4% |
| 1Y | +25.4% | +5.7% | +19.7% | +26.2% |
| All | +41.1% | +137.8% | -96.7% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling