+134.9%
AS vs EL
-13.1%
+148.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.2% |
| 7D | +6.9% | +0.8% | +6.2% | +6.6% |
| 30D | +16.0% | +16.5% | -0.5% | +10.7% |
| 3M | -12.8% | +29.2% | -42.0% | -19.7% |
| 6M | -15.4% | +27.9% | -43.3% | -22.1% |
| YTD | -15.7% | +6.2% | -21.9% | -19.6% |
| 1Y | +6.1% | +27.2% | -21.1% | -4.8% |
| All | +134.9% | -13.1% | +148.0% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling