+199.9%
ECL vs ALLE
+260.9%
-61.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -2.2% | -6.8% | +4.6% | +1.2% |
| 3M | +10.1% | +21.0% | -10.9% | -0.6% |
| 6M | -5.7% | +1.1% | -6.8% | -7.1% |
| YTD | +7.0% | -0.5% | +7.5% | +5.6% |
| 1Y | +2.7% | -7.3% | +9.9% | +4.9% |
| 3Y | +57.7% | +42.3% | +15.5% | +24.9% |
| 5Y | +31.1% | +13.5% | +17.7% | +14.9% |
| 10Y | +150.9% | +144.0% | +6.8% | +49.8% |
| All | +199.9% | +260.9% | -61.0% | +56.7% |
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