+109.8%
AAPL vs ECL
+25.4%
+84.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.8% |
| 7D | -3.0% | -2.7% | -0.2% | -1.5% |
| 30D | +2.3% | -4.3% | +6.6% | +4.6% |
| 3M | +8.6% | +3.2% | +5.4% | +6.5% |
| 6M | +21.6% | -2.9% | +24.5% | +22.8% |
| YTD | +16.3% | +4.3% | +12.1% | +12.8% |
| 1Y | +35.1% | +1.6% | +33.4% | +32.4% |
| 3Y | +79.4% | +54.3% | +25.1% | +38.1% |
| 5Y | +109.8% | +26.5% | +83.4% | +66.6% |
| All | +109.8% | +25.4% | +84.5% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling