+30.6%
ALNY vs ECL
+26.5%
+4.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | -6.4% | -2.6% | -3.8% | -5.3% |
| 30D | +11.9% | -4.6% | +16.5% | +14.2% |
| 3M | -15.0% | +6.0% | -21.0% | -16.8% |
| 6M | -23.2% | -3.0% | -20.3% | -22.2% |
| YTD | -37.8% | +4.0% | -41.8% | -38.7% |
| 1Y | -47.3% | +2.0% | -49.3% | -47.8% |
| 3Y | +22.9% | +53.9% | -31.0% | +2.5% |
| 5Y | +30.6% | +27.1% | +3.4% | +6.3% |
| All | +30.6% | +26.5% | +4.1% | +6.3% |
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