+197.5%
ECL vs AR
+57.2%
+140.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -0.5% | +6.4% | -6.9% | -0.9% |
| 30D | +6.6% | +3.1% | +3.4% | +6.2% |
| 3M | +9.6% | +3.3% | +6.3% | +9.2% |
| 6M | +21.6% | +6.6% | +15.0% | +20.6% |
| YTD | +16.9% | +12.3% | +4.6% | +15.1% |
| 1Y | +17.9% | +12.3% | +5.5% | +15.9% |
| 3Y | +76.5% | +50.4% | +26.0% | +67.1% |
| 5Y | +36.6% | +101.0% | -64.4% | +24.4% |
| All | +197.5% | +57.2% | +140.3% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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