+250.7%
ECL vs AR
-33.4%
+284.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.8% | -14.3% | +13.5% | +0.5% |
| 30D | +8.1% | +1.4% | +6.7% | +7.9% |
| 3M | +6.4% | +3.4% | +3.0% | +5.8% |
| 6M | +14.8% | -2.1% | +16.8% | +14.5% |
| YTD | +15.5% | +4.7% | +10.8% | +14.1% |
| 1Y | +20.1% | +10.6% | +9.5% | +18.0% |
| 3Y | +77.8% | +24.6% | +53.2% | +70.1% |
| 5Y | +37.9% | +71.9% | -34.0% | +25.5% |
| 10Y | +202.7% | +46.4% | +156.3% | +153.2% |
| All | +250.7% | -33.4% | +284.1% | +221.5% |
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