+236.1%
ALNY vs EL
+26.1%
+210.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -6.5% | -0.1% | -5.0% |
| 30D | +11.0% | +11.1% | -0.1% | +8.0% |
| 3M | -14.1% | +10.7% | -24.8% | -16.5% |
| 6M | -22.4% | +6.9% | -29.3% | -24.6% |
| YTD | -37.5% | -6.3% | -31.2% | -37.6% |
| 1Y | -46.9% | +13.5% | -60.4% | -49.9% |
| 3Y | +22.1% | -33.1% | +55.1% | +25.6% |
| 5Y | +31.2% | -68.8% | +99.9% | +69.9% |
| All | +236.1% | +26.1% | +210.0% | +162.8% |
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