+2.1%
ECL vs ALM
+347.8%
-345.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -0.6% |
| 7D | -0.8% | +8.4% | -9.2% | -0.9% |
| 30D | -2.5% | +34.8% | -37.3% | -3.2% |
| 3M | +8.3% | +16.2% | -7.9% | +7.9% |
| 6M | -1.1% | +2.1% | -3.2% | -1.5% |
| YTD | +6.5% | +117.0% | -110.5% | +5.2% |
| 1Y | +2.1% | +313.9% | -311.8% | -1.8% |
| All | +2.1% | +347.8% | -345.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling