+224.9%
ECL vs AR
-27.2%
+252.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.6% | +2.5% | -5.1% | -2.8% |
| 30D | -2.2% | +14.8% | -17.0% | -3.3% |
| 3M | +10.1% | +6.2% | +3.9% | +9.4% |
| 6M | -5.7% | +4.3% | -10.0% | -6.5% |
| YTD | +7.0% | +14.4% | -7.4% | +5.1% |
| 1Y | +2.7% | +21.3% | -18.7% | +0.1% |
| 3Y | +57.7% | +39.8% | +17.9% | +49.5% |
| 5Y | +31.1% | +142.1% | -110.9% | +15.7% |
| 10Y | +150.9% | +52.0% | +98.8% | +110.0% |
| All | +224.9% | -27.2% | +252.1% | +196.1% |
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