+15.8%
BABA vs ECL
+205.6%
-189.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.0% | -5.7% | -4.4% |
| 7D | +3.8% | -0.5% | +4.4% | +3.9% |
| 30D | -5.4% | +8.8% | -14.2% | -8.3% |
| 3M | -17.9% | +7.8% | -25.8% | -20.3% |
| 6M | -24.1% | +21.3% | -45.4% | -29.7% |
| YTD | -27.4% | +17.8% | -45.2% | -32.1% |
| 1Y | -36.1% | +21.1% | -57.1% | -40.8% |
| 3Y | +35.4% | +80.1% | -44.7% | +7.0% |
| 5Y | -30.1% | +40.5% | -70.6% | -41.3% |
| 10Y | +15.8% | +197.7% | -181.9% | -27.8% |
| All | +15.8% | +205.6% | -189.8% | -27.8% |
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