+132.3%
AA vs ECL
+149.7%
-17.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.4% |
| 7D | -0.6% | -2.7% | +2.1% | +1.5% |
| 30D | -1.6% | -4.3% | +2.7% | +1.6% |
| 3M | -29.8% | +3.2% | -33.0% | -31.8% |
| 6M | -16.6% | -2.9% | -13.7% | -15.9% |
| YTD | -4.0% | +4.3% | -8.3% | -9.0% |
| 1Y | +63.5% | +1.6% | +61.9% | +57.4% |
| 3Y | +86.8% | +54.3% | +32.5% | +24.3% |
| 5Y | +12.4% | +26.5% | -14.1% | -13.5% |
| 10Y | +132.3% | +155.6% | -23.3% | +2.4% |
| All | +132.3% | +149.7% | -17.3% | +2.4% |
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