+45.0%
AA vs ECL
+196.4%
-151.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.2% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -5.0% | +8.6% | -13.6% | -10.8% |
| 3M | -22.2% | +7.9% | -30.1% | -26.7% |
| 6M | -36.3% | +21.0% | -57.4% | -45.4% |
| YTD | -24.2% | +17.5% | -41.7% | -34.3% |
| 1Y | +3.9% | +19.7% | -15.8% | -11.4% |
| 3Y | +67.6% | +77.4% | -9.9% | +0.2% |
| 5Y | -8.8% | +38.7% | -47.5% | -33.9% |
| 10Y | +45.0% | +193.5% | -148.5% | -43.0% |
| All | +45.0% | +196.4% | -151.5% | -43.0% |
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