+120.4%
AS vs EL
-18.0%
+138.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +2.7% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | -19.6% | +19.8% | -39.4% | -24.1% |
| 3M | -14.4% | +25.7% | -40.1% | -20.3% |
| 6M | -20.1% | +5.4% | -25.6% | -22.4% |
| YTD | -20.9% | +0.2% | -21.2% | -23.1% |
| 1Y | -21.9% | +20.4% | -42.3% | -28.8% |
| All | +120.4% | -18.0% | +138.4% | +109.6% |
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 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