+17.1%
BABA vs ECL
+199.1%
-182.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | +11.6% | -0.8% | +12.4% | +11.9% |
| 30D | +2.3% | +8.1% | -5.8% | -0.6% |
| 3M | -13.7% | +6.4% | -20.0% | -15.7% |
| 6M | -21.9% | +14.8% | -36.7% | -26.2% |
| YTD | -24.6% | +15.5% | -40.1% | -29.0% |
| 1Y | -34.1% | +20.1% | -54.2% | -38.8% |
| 3Y | +36.3% | +77.8% | -41.5% | +8.2% |
| 5Y | -26.7% | +37.9% | -64.6% | -38.0% |
| All | +17.1% | +199.1% | -182.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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