+228.8%
AA vs ECL
+14,336.9%
-14,108.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | +4.5% |
| 7D | +4.8% | -0.5% | +5.3% | +5.2% |
| 30D | -0.6% | +8.8% | -9.5% | -6.1% |
| 3M | -16.3% | +7.8% | -24.1% | -20.5% |
| 6M | -33.4% | +21.3% | -54.7% | -41.7% |
| YTD | -20.7% | +17.8% | -38.5% | -29.9% |
| 1Y | +12.9% | +21.1% | -8.1% | -2.0% |
| 3Y | +75.7% | +80.1% | -4.4% | +14.7% |
| 5Y | -6.8% | +40.5% | -47.3% | -29.5% |
| 10Y | +53.6% | +197.7% | -144.1% | -25.9% |
| All | +228.8% | +14,336.9% | -14,108.1% | -51.1% |
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