+312.1%
ECL vs ALM
+3,525.2%
-3,213.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -2.3% | -7.2% | +4.9% | -2.2% |
| 30D | +8.3% | -26.4% | +34.6% | +8.4% |
| 3M | +8.4% | -38.6% | +47.0% | +8.6% |
| 6M | +23.3% | -61.0% | +84.3% | +23.6% |
| YTD | +18.2% | -7.4% | +25.6% | +18.1% |
| 1Y | +18.8% | +14.0% | +4.8% | +18.6% |
| 3Y | +78.5% | +844.4% | -766.0% | +76.6% |
| 5Y | +40.1% | +410.8% | -370.7% | +38.6% |
| 10Y | +196.5% | +2,084.7% | -1,888.3% | +191.7% |
| All | +312.1% | +3,525.2% | -3,213.1% | +299.9% |
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