+37.8%
ECL vs ALC
-11.2%
+49.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.9% |
| 7D | -0.8% | +4.9% | -5.6% | -2.6% |
| 30D | +8.1% | +19.0% | -10.8% | +0.9% |
| 3M | +6.4% | +7.8% | -1.4% | +3.0% |
| 6M | +14.8% | +14.6% | +0.2% | +8.3% |
| YTD | +15.5% | -4.4% | +19.9% | +16.4% |
| 1Y | +20.1% | +1.4% | +18.7% | +17.9% |
| 3Y | +77.8% | +2.5% | +75.2% | +66.0% |
| All | +37.8% | -11.2% | +49.0% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling