+82.9%
ECL vs ALC
+32.2%
+50.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -0.5% | +2.1% | -2.6% | -1.5% |
| 30D | +8.8% | +17.2% | -8.4% | +0.7% |
| 3M | +7.8% | +4.6% | +3.2% | +5.2% |
| 6M | +21.3% | +20.1% | +1.2% | +10.2% |
| YTD | +17.8% | -4.2% | +22.0% | +18.6% |
| 1Y | +21.1% | +2.1% | +19.0% | +17.8% |
| 3Y | +80.1% | +4.5% | +75.6% | +64.4% |
| 5Y | +40.5% | -12.3% | +52.8% | +39.4% |
| All | +82.9% | +32.2% | +50.8% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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