+302.5%
ECL vs ALM
+3,507.4%
-3,204.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.7% |
| 7D | -0.8% | -6.7% | +5.9% | -0.7% |
| 30D | +8.1% | -32.9% | +41.0% | +8.3% |
| 3M | +6.4% | -39.5% | +45.9% | +6.5% |
| 6M | +14.8% | -62.0% | +76.7% | +15.1% |
| YTD | +15.5% | -7.8% | +23.3% | +15.4% |
| 1Y | +20.1% | +26.7% | -6.6% | +19.9% |
| 3Y | +77.8% | +825.4% | -747.6% | +75.8% |
| 5Y | +37.9% | +401.2% | -363.4% | +36.5% |
| 10Y | +202.7% | +2,074.0% | -1,871.4% | +197.8% |
| All | +302.5% | +3,507.4% | -3,204.9% | +290.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling