-24.2%
AR vs EL
+76.1%
-100.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | +14.8% | +19.8% | -5.0% | +9.2% |
| 3M | +6.2% | +25.7% | -19.5% | -0.6% |
| 6M | +4.3% | +5.4% | -1.2% | +0.8% |
| YTD | +14.4% | +0.2% | +14.2% | +10.6% |
| 1Y | +21.3% | +20.4% | +0.9% | +9.8% |
| 3Y | +39.8% | -32.1% | +71.9% | +43.3% |
| 5Y | +142.1% | -67.2% | +209.3% | +222.3% |
| 10Y | +52.0% | +31.7% | +20.3% | +8.3% |
| All | -24.2% | +76.1% | -100.4% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling