+229.3%
ECL vs ALLE
+331.3%
-102.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -1.5% |
| 7D | +1.7% | 0.0% | +1.6% | +1.7% |
| 30D | +8.9% | +20.6% | -11.7% | -1.1% |
| 3M | +7.4% | +11.4% | -4.0% | +1.4% |
| 6M | +19.3% | +42.5% | -23.2% | -1.2% |
| YTD | +17.4% | +18.9% | -1.4% | +5.8% |
| 1Y | +19.4% | +14.2% | +5.2% | +9.7% |
| 3Y | +80.5% | +90.7% | -10.2% | +22.4% |
| 5Y | +40.2% | +52.5% | -12.3% | +5.4% |
| 10Y | +207.8% | +231.2% | -23.4% | +59.6% |
| All | +229.3% | +331.3% | -102.1% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling