+41.6%
AA vs ECL
+197.5%
-156.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.9% |
| 7D | +0.5% | +2.9% | -2.4% | -1.5% |
| 30D | -0.6% | +7.5% | -8.1% | -5.9% |
| 3M | -19.7% | +12.2% | -31.9% | -26.6% |
| 6M | -41.6% | +24.6% | -66.1% | -51.0% |
| YTD | -24.6% | +18.8% | -43.4% | -35.3% |
| 1Y | +4.9% | +19.3% | -14.5% | -10.3% |
| 3Y | +66.8% | +78.2% | -11.4% | -0.6% |
| 5Y | -19.4% | +38.8% | -58.2% | -41.5% |
| All | +41.6% | +197.5% | -156.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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