+291.9%
AA vs ECL
+13,009.7%
-12,717.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | -2.6% | +1.9% | +1.0% |
| 30D | +5.0% | -2.2% | +7.2% | +6.4% |
| 3M | -35.8% | +10.1% | -45.9% | -40.1% |
| 6M | -18.4% | -5.7% | -12.7% | -16.1% |
| YTD | -5.5% | +7.0% | -12.4% | -10.9% |
| 1Y | +61.0% | +2.7% | +58.3% | +55.2% |
| 3Y | +66.2% | +57.7% | +8.5% | +18.6% |
| 5Y | +11.4% | +31.1% | -19.7% | -12.2% |
| 10Y | +116.9% | +150.9% | -34.0% | +16.9% |
| All | +291.9% | +13,009.7% | -12,717.8% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling