+7,692.7%
EW vs AU
+449.8%
+7,242.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +4.9% | -7.2% | +12.1% | +5.4% |
| 30D | +23.9% | -2.9% | +26.8% | +24.1% |
| 3M | +15.8% | -8.7% | +24.4% | +16.1% |
| 6M | +31.7% | -14.1% | +45.8% | +32.2% |
| YTD | +25.7% | +4.8% | +20.9% | +24.2% |
| 1Y | +24.4% | +11.9% | +12.5% | +22.4% |
| 3Y | +65.9% | +513.8% | -447.9% | +45.1% |
| 5Y | -7.6% | +379.3% | -386.9% | -18.9% |
| 10Y | +253.2% | +837.1% | -583.9% | +190.1% |
| All | +7,692.7% | +449.8% | +7,242.9% | +5,979.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling