+40.1%
ECL vs AR
+98.1%
-58.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -2.3% | +2.1% | -4.4% | -2.4% |
| 30D | +8.3% | +4.5% | +3.8% | +7.9% |
| 3M | +8.4% | +1.0% | +7.4% | +8.2% |
| 6M | +23.3% | +4.4% | +18.8% | +22.5% |
| YTD | +18.2% | +10.9% | +7.3% | +16.4% |
| 1Y | +18.8% | +8.6% | +10.2% | +17.1% |
| 3Y | +78.5% | +48.5% | +30.0% | +67.8% |
| 5Y | +40.1% | +95.7% | -55.7% | +32.3% |
| All | +40.1% | +98.1% | -58.0% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling