+78.2%
ECL vs AFL
+67.6%
+10.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | +2.9% | +2.9% | 0.0% | +1.9% |
| 30D | +7.5% | +8.0% | -0.5% | +4.7% |
| 3M | +12.2% | +5.9% | +6.3% | +9.9% |
| 6M | +24.6% | +11.6% | +12.9% | +19.7% |
| YTD | +18.8% | +17.5% | +1.2% | +11.9% |
| 1Y | +19.3% | +13.3% | +6.1% | +13.9% |
| 3Y | +78.2% | +67.0% | +11.2% | +55.9% |
| All | +78.2% | +67.6% | +10.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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