+202.3%
ECL vs ALLE
+211.7%
-9.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.1% |
| 7D | +2.9% | +3.6% | -0.7% | +1.0% |
| 30D | +7.5% | +25.9% | -18.4% | -4.8% |
| 3M | +12.2% | +15.8% | -3.5% | +3.6% |
| 6M | +24.6% | +48.1% | -23.5% | +0.4% |
| YTD | +18.8% | +22.0% | -3.2% | +5.1% |
| 1Y | +19.3% | +18.0% | +1.3% | +7.4% |
| 3Y | +78.2% | +93.1% | -14.9% | +17.4% |
| 5Y | +38.8% | +52.1% | -13.3% | +3.0% |
| All | +202.3% | +211.7% | -9.4% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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