+2,504.7%
ECL vs AU
+793.6%
+1,711.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +10.1% | +19.1% | -9.0% | +8.3% |
| 6M | -5.7% | -0.2% | -5.6% | -6.3% |
| YTD | +7.0% | +32.5% | -25.5% | +3.7% |
| 1Y | +2.7% | +96.9% | -94.3% | -3.7% |
| 3Y | +57.7% | +614.7% | -557.0% | +31.6% |
| 5Y | +31.1% | +647.7% | -616.6% | +7.6% |
| 10Y | +150.9% | +679.2% | -528.3% | +97.6% |
| All | +2,504.7% | +793.6% | +1,711.1% | +1,865.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling