+202.3%
ECL vs ALK
-45.9%
+248.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +2.9% | -1.2% | +4.0% | +3.1% |
| 30D | +7.5% | +7.7% | -0.2% | +5.1% |
| 3M | +12.2% | -19.0% | +31.2% | +17.9% |
| 6M | +24.6% | -0.2% | +24.8% | +22.7% |
| YTD | +18.8% | -23.5% | +42.3% | +23.8% |
| 1Y | +19.3% | -9.1% | +28.5% | +18.3% |
| 3Y | +78.2% | +12.0% | +66.2% | +53.9% |
| 5Y | +38.8% | -30.9% | +69.7% | +36.7% |
| All | +202.3% | -45.9% | +248.2% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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