+153.2%
ECL vs ALM
+3,219.4%
-3,066.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -0.7% |
| 7D | -0.8% | +8.4% | -9.2% | -1.0% |
| 30D | -2.5% | +34.8% | -37.3% | -3.5% |
| 3M | +8.3% | +16.2% | -7.9% | +7.5% |
| 6M | -1.1% | +2.1% | -3.2% | -1.8% |
| YTD | +6.5% | +117.0% | -110.5% | +3.0% |
| 1Y | +2.1% | +313.9% | -311.8% | -3.7% |
| 3Y | +57.6% | +2,327.9% | -2,270.3% | +37.5% |
| 5Y | +28.1% | +1,040.6% | -1,012.6% | +13.5% |
| 10Y | +153.2% | +3,219.4% | -3,066.2% | +114.2% |
| All | +153.2% | +3,219.4% | -3,066.2% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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