+64.9%
ET vs AS
+134.9%
-70.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -7.9% | +6.9% | -14.8% | -8.5% |
| 30D | -5.9% | +16.0% | -21.9% | -7.4% |
| 3M | -5.2% | -12.8% | +7.6% | -4.1% |
| 6M | +0.3% | -15.4% | +15.7% | +1.7% |
| YTD | +23.1% | -15.7% | +38.8% | +24.4% |
| 1Y | +22.7% | +6.1% | +16.7% | +19.4% |
| All | +64.9% | +134.9% | -70.0% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling