+77.8%
ECL vs ALM
+825.4%
-747.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.7% |
| 7D | -0.8% | -6.7% | +5.9% | -0.6% |
| 30D | +8.1% | -32.9% | +41.0% | +9.2% |
| 3M | +6.4% | -39.5% | +45.9% | +7.5% |
| 6M | +14.8% | -62.0% | +76.7% | +17.3% |
| YTD | +15.5% | -7.8% | +23.3% | +14.7% |
| 1Y | +20.1% | +26.7% | -6.6% | +18.1% |
| 3Y | +77.8% | +825.4% | -747.6% | +66.2% |
| All | +77.8% | +825.4% | -747.6% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling