+842.6%
ASX vs EL
+63.1%
+779.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.8% | +5.8% | +7.6% |
| 7D | -12.3% | +8.0% | -20.3% | -14.4% |
| 30D | -26.0% | +15.4% | -41.4% | -29.7% |
| 3M | -8.1% | +28.5% | -36.6% | -16.9% |
| 6M | +1.4% | +32.2% | -30.8% | -10.0% |
| YTD | +115.6% | +9.2% | +106.4% | +100.0% |
| 1Y | +128.0% | +30.8% | +97.2% | +96.6% |
| 3Y | +371.4% | +3.7% | +367.7% | +307.1% |
| 5Y | +469.4% | -64.8% | +534.2% | +707.0% |
| 10Y | +842.6% | +60.0% | +782.6% | +720.4% |
| All | +842.6% | +63.1% | +779.6% | +720.4% |
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