+256.7%
ECL vs AR
-32.8%
+289.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.7% |
| 7D | +1.7% | -11.7% | +13.4% | +2.7% |
| 30D | +8.9% | +1.8% | +7.1% | +8.6% |
| 3M | +7.4% | +6.0% | +1.4% | +6.7% |
| 6M | +19.3% | -7.0% | +26.4% | +19.6% |
| YTD | +17.4% | +5.6% | +11.9% | +16.0% |
| 1Y | +19.4% | +10.8% | +8.6% | +17.3% |
| 3Y | +80.5% | +19.3% | +61.2% | +73.4% |
| 5Y | +40.2% | +73.3% | -33.1% | +27.5% |
| 10Y | +207.8% | +47.6% | +160.2% | +157.4% |
| All | +256.7% | -32.8% | +289.5% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling