+131.9%
AS vs EL
-11.4%
+143.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | +9.6% | +12.3% | -2.7% | +5.7% |
| 3M | -8.2% | +28.4% | -36.6% | -15.2% |
| 6M | -9.9% | +36.7% | -46.6% | -18.7% |
| YTD | -16.8% | +8.4% | -25.2% | -21.0% |
| 1Y | +3.0% | +25.4% | -22.4% | -7.0% |
| All | +131.9% | -11.4% | +143.3% | +115.1% |
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