+39.5%
ECL vs AHR
+356.1%
-316.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -0.8% | +1.9% | -2.7% | -1.2% |
| 3M | +5.0% | +15.7% | -10.6% | +2.1% |
| 6M | +0.2% | +2.5% | -2.3% | -0.5% |
| YTD | +5.8% | +15.0% | -9.2% | +2.6% |
| 1Y | +1.5% | +28.1% | -26.6% | -3.9% |
| All | +39.5% | +356.1% | -316.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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