+15.0%
ECL vs ADVB
-97.5%
+112.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.9% | -1.7% |
| 7D | -0.8% | -13.9% | +13.2% | -0.8% |
| 30D | +8.1% | -68.1% | +76.2% | +7.9% |
| 3M | +6.4% | -73.4% | +79.7% | +6.2% |
| 6M | +14.8% | -70.8% | +85.6% | +14.6% |
| YTD | +15.5% | -66.1% | +81.6% | +15.1% |
| 1Y | +20.1% | -77.5% | +97.6% | +20.5% |
| All | +15.0% | -97.5% | +112.5% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling