+59.0%
ECL vs AS
+123.4%
-64.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +2.9% | -4.9% | +7.7% | +3.4% |
| 30D | +7.5% | +3.9% | +3.6% | +7.0% |
| 3M | +12.2% | -9.6% | +21.8% | +13.3% |
| 6M | +24.6% | -8.7% | +33.2% | +25.5% |
| YTD | +18.8% | -19.8% | +38.6% | +20.7% |
| 1Y | +19.3% | -1.5% | +20.9% | +19.5% |
| All | +59.0% | +123.4% | -64.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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