+37.5%
ECL vs AHR
+357.7%
-320.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -2.7% | -4.3% | +1.6% | -1.9% |
| 30D | -4.3% | -3.1% | -1.2% | -3.8% |
| 3M | +3.2% | +15.7% | -12.5% | +0.3% |
| 6M | -2.9% | +4.1% | -7.0% | -3.9% |
| YTD | +4.3% | +15.4% | -11.2% | +1.1% |
| 1Y | +1.6% | +28.0% | -26.3% | -3.7% |
| All | +37.5% | +357.7% | -320.2% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling