+33.9%
ALNY vs EL
-69.0%
+102.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -6.5% | -0.1% | -5.3% |
| 30D | +11.0% | +11.1% | -0.1% | +8.6% |
| 3M | -14.1% | +10.7% | -24.8% | -16.0% |
| 6M | -22.4% | +6.9% | -29.3% | -24.2% |
| YTD | -37.5% | -6.3% | -31.2% | -37.5% |
| 1Y | -46.9% | +13.5% | -60.4% | -49.2% |
| 3Y | +22.1% | -33.1% | +55.1% | +25.0% |
| All | +33.9% | -69.0% | +102.9% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling