+64.2%
ET vs AS
+133.7%
-69.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | -8.1% | +7.1% | -15.2% | -8.7% |
| 30D | -7.5% | +12.8% | -20.3% | -8.6% |
| 3M | -4.1% | -14.7% | +10.7% | -2.7% |
| 6M | -2.7% | -9.9% | +7.3% | -2.1% |
| YTD | +22.6% | -16.1% | +38.8% | +24.0% |
| 1Y | +22.0% | +0.2% | +21.8% | +19.6% |
| All | +64.2% | +133.7% | -69.5% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling