+16.0%
BABA vs ECL
+196.0%
-180.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -3.6% | -2.3% | -1.3% | -2.9% |
| 30D | -8.4% | +8.3% | -16.6% | -11.1% |
| 3M | -20.6% | +8.4% | -29.0% | -23.0% |
| 6M | -25.4% | +23.3% | -48.6% | -31.4% |
| YTD | -30.1% | +18.2% | -48.3% | -34.7% |
| 1Y | -36.3% | +18.8% | -55.0% | -40.6% |
| 3Y | +30.4% | +78.5% | -48.1% | +3.3% |
| 5Y | -35.7% | +40.1% | -75.8% | -46.0% |
| 10Y | +16.0% | +196.5% | -180.5% | -28.6% |
| All | +16.0% | +196.0% | -180.0% | -28.6% |
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