-28.2%
EW vs AU
+673.1%
-701.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.0% |
| 7D | -3.4% | -7.0% | +3.6% | -2.8% |
| 30D | -7.4% | +7.3% | -14.6% | -8.1% |
| 3M | +0.9% | +33.2% | -32.3% | -1.9% |
| 6M | +1.2% | -0.6% | +1.8% | +0.4% |
| YTD | +1.8% | +26.2% | -24.4% | -1.3% |
| 1Y | +10.8% | +68.3% | -57.4% | +4.2% |
| 3Y | +17.1% | +592.1% | -575.0% | -8.2% |
| 5Y | -28.2% | +685.3% | -713.5% | -45.5% |
| All | -28.2% | +673.1% | -701.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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