+16.0%
BABA vs EL
+63.7%
-47.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -3.6% | +0.3% | -3.8% | -3.8% |
| 30D | -8.4% | +12.3% | -20.6% | -12.4% |
| 3M | -20.6% | +28.4% | -49.0% | -28.6% |
| 6M | -25.4% | +36.7% | -62.1% | -35.2% |
| YTD | -30.1% | +8.4% | -38.5% | -35.0% |
| 1Y | -36.3% | +25.4% | -61.7% | -44.4% |
| 3Y | +30.4% | +3.4% | +26.9% | +13.9% |
| 5Y | -35.7% | -64.8% | +29.0% | -9.0% |
| 10Y | +16.0% | +63.0% | -47.0% | -7.2% |
| All | +16.0% | +63.7% | -47.7% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling