+58.3%
ECL vs AS
+131.9%
-73.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.9% |
| 7D | -2.3% | -3.0% | +0.8% | -1.9% |
| 30D | +8.3% | +9.6% | -1.3% | +7.2% |
| 3M | +8.4% | -8.2% | +16.6% | +9.2% |
| 6M | +23.3% | -9.9% | +33.2% | +24.3% |
| YTD | +18.2% | -16.8% | +35.0% | +19.6% |
| 1Y | +18.8% | +3.0% | +15.8% | +18.4% |
| All | +58.3% | +131.9% | -73.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling