+24.8%
ALAB vs EL
+30.3%
-5.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +10.9% | +13.6% |
| 7D | -5.6% | +8.0% | -13.6% | -5.5% |
| 30D | -36.6% | +15.4% | -52.0% | -36.5% |
| 3M | -35.1% | +28.5% | -63.6% | -34.5% |
| 6M | +8.5% | +32.2% | -23.7% | +9.8% |
| YTD | +30.4% | +9.2% | +21.2% | +27.3% |
| All | +24.8% | +30.3% | -5.4% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling