+486.8%
ASX vs EL
-65.2%
+552.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.4% |
| 7D | +12.4% | +1.5% | +10.9% | +11.9% |
| 30D | -19.8% | +10.0% | -29.8% | -22.0% |
| 3M | -10.3% | +28.4% | -38.7% | -17.3% |
| 6M | +1.2% | +37.1% | -35.8% | -8.9% |
| YTD | +123.0% | +7.8% | +115.2% | +110.5% |
| 1Y | +145.4% | +26.0% | +119.4% | +119.5% |
| 3Y | +368.6% | +3.8% | +364.8% | +309.2% |
| All | +486.8% | -65.2% | +552.0% | +715.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling