+13.7%
AR vs EL
+25.6%
-12.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.6% | -5.3% |
| 7D | -11.1% | +2.5% | -13.6% | -10.7% |
| 30D | +7.9% | +20.1% | -12.2% | +10.9% |
| 3M | +4.9% | +29.3% | -24.4% | +9.2% |
| 6M | -5.3% | +38.8% | -44.1% | +0.1% |
| YTD | +8.6% | +8.1% | +0.5% | +14.6% |
| 1Y | +13.7% | +22.3% | -8.7% | +16.5% |
| All | +13.7% | +25.6% | -12.0% | +16.5% |
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