+2.1%
ECL vs A
+16.1%
-14.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | 0.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.5% |
| 30D | -2.5% | +0.6% | -3.1% | -2.7% |
| 3M | +8.3% | +10.9% | -2.5% | +6.4% |
| 6M | -1.1% | +28.2% | -29.2% | -5.6% |
| YTD | +6.5% | +8.6% | -2.1% | +4.8% |
| 1Y | +2.1% | +15.5% | -13.5% | +1.7% |
| All | +2.1% | +16.1% | -14.0% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling