+79.3%
ECL vs ALC
+31.8%
+47.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.7% |
| 7D | -0.8% | +4.9% | -5.6% | -3.1% |
| 30D | +8.1% | +19.0% | -10.8% | -0.7% |
| 3M | +6.4% | +7.8% | -1.4% | +2.2% |
| 6M | +14.8% | +14.6% | +0.2% | +6.7% |
| YTD | +15.5% | -4.4% | +19.9% | +16.4% |
| 1Y | +20.1% | +1.4% | +18.7% | +17.2% |
| 3Y | +77.8% | +2.5% | +75.2% | +64.1% |
| 5Y | +37.9% | -10.9% | +48.8% | +35.3% |
| All | +79.3% | +31.8% | +47.5% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling