-1.5%
AS vs EL
+23.3%
-24.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.1% |
| 7D | -4.9% | +1.5% | -6.4% | -5.2% |
| 30D | +3.9% | +10.0% | -6.1% | +1.5% |
| 3M | -9.6% | +28.4% | -38.0% | -14.9% |
| 6M | -8.7% | +37.1% | -45.7% | -15.4% |
| YTD | -19.8% | +7.8% | -27.7% | -23.9% |
| 1Y | -1.5% | +26.0% | -27.6% | -6.6% |
| All | -1.5% | +23.3% | -24.8% | -6.6% |
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