+133.7%
AS vs EL
-15.0%
+148.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.1% |
| 7D | +7.1% | -1.1% | +8.2% | +7.4% |
| 30D | +12.8% | +15.3% | -2.5% | +8.0% |
| 3M | -14.7% | +24.2% | -38.9% | -20.5% |
| 6M | -9.9% | +30.9% | -40.8% | -17.6% |
| YTD | -16.1% | +3.9% | -20.0% | -19.4% |
| 1Y | +0.2% | +19.9% | -19.7% | -8.4% |
| All | +133.7% | -15.0% | +148.8% | +119.5% |
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