+392.6%
ASX vs EL
-31.7%
+424.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.4% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +2.0% | +19.8% | -17.9% | -1.9% |
| 3M | -1.3% | +25.7% | -27.0% | -6.1% |
| 6M | +71.4% | +5.4% | +66.0% | +67.5% |
| YTD | +135.3% | +0.2% | +135.1% | +129.1% |
| 1Y | +267.5% | +20.4% | +247.0% | +242.5% |
| All | +392.6% | -31.7% | +424.3% | +395.9% |
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