+57.3%
ECL vs AS
+137.8%
-80.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +0.4% | +4.5% | -4.1% | 0.0% |
| 30D | +8.6% | +13.2% | -4.6% | +7.1% |
| 3M | +7.9% | -11.9% | +19.8% | +9.1% |
| 6M | +21.0% | -11.6% | +32.6% | +22.2% |
| YTD | +17.5% | -14.7% | +32.2% | +18.6% |
| 1Y | +19.7% | +5.7% | +13.9% | +18.9% |
| All | +57.3% | +137.8% | -80.4% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling