+26.5%
ECL vs AU
+688.4%
-661.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.8% | -2.2% |
| 7D | -2.7% | +0.6% | -3.4% | -2.8% |
| 30D | -4.3% | +12.3% | -16.6% | -5.3% |
| 3M | +3.2% | +29.4% | -26.1% | +0.7% |
| 6M | -2.9% | +3.2% | -6.1% | -3.9% |
| YTD | +4.3% | +31.8% | -27.6% | +1.0% |
| 1Y | +1.6% | +83.4% | -81.8% | -4.2% |
| 3Y | +54.3% | +623.1% | -568.8% | +25.4% |
| 5Y | +26.5% | +700.5% | -674.0% | -3.2% |
| All | +26.5% | +688.4% | -661.9% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling