+1,007.5%
ASX vs EL
+63.7%
+943.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.9% |
| 7D | +0.8% | +0.3% | +0.6% | +1.1% |
| 30D | -20.4% | +12.3% | -32.7% | -23.7% |
| 3M | -2.1% | +28.4% | -30.5% | -11.5% |
| 6M | +8.2% | +36.7% | -28.5% | -5.0% |
| YTD | +137.3% | +8.4% | +128.9% | +120.7% |
| 1Y | +155.0% | +25.4% | +129.6% | +123.4% |
| 3Y | +397.9% | +3.4% | +394.5% | +330.1% |
| 5Y | +529.2% | -64.8% | +594.0% | +790.4% |
| 10Y | +1,007.5% | +63.0% | +944.5% | +866.7% |
| All | +1,007.5% | +63.7% | +943.8% | +866.7% |
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