+2.7%
ECL vs AU
+100.5%
-97.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -2.6% | -3.6% | +1.0% | -2.3% |
| 30D | -2.2% | +23.9% | -26.0% | -4.4% |
| 3M | +10.1% | +19.1% | -9.0% | +7.8% |
| 6M | -5.7% | -0.2% | -5.6% | -7.0% |
| YTD | +7.0% | +32.5% | -25.5% | +3.5% |
| 1Y | +2.7% | +96.9% | -94.3% | -3.9% |
| All | +2.7% | +100.5% | -97.8% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling