+365.7%
ALAB vs EL
-26.7%
+392.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.6% |
| 7D | +3.2% | +1.7% | +1.5% | +2.9% |
| 30D | -13.6% | +15.5% | -29.1% | -15.9% |
| 3M | -16.6% | +20.6% | -37.1% | -19.6% |
| 6M | +142.3% | +10.5% | +131.9% | +135.5% |
| YTD | +73.6% | -1.9% | +75.5% | +70.2% |
| 1Y | +33.7% | +16.1% | +17.6% | +24.1% |
| All | +365.7% | -26.7% | +392.3% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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