+193.5%
ECL vs A
+312.5%
-119.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.3% |
| 7D | +0.4% | +1.4% | -0.9% | -0.1% |
| 30D | +8.6% | +4.3% | +4.3% | +6.6% |
| 3M | +7.9% | +19.8% | -11.9% | -0.2% |
| 6M | +21.0% | +54.4% | -33.3% | -0.2% |
| YTD | +17.5% | +31.7% | -14.2% | +3.1% |
| 1Y | +19.7% | +22.4% | -2.8% | +8.2% |
| 3Y | +77.4% | +67.7% | +9.7% | +32.1% |
| 5Y | +38.7% | +15.7% | +23.0% | +21.6% |
| 10Y | +193.5% | +308.7% | -115.2% | +52.0% |
| All | +193.5% | +312.5% | -119.0% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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