+30.1%
ECL vs AUR
-35.7%
+65.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | -1.1% | +1.4% | -2.5% | -1.2% |
| 30D | -0.8% | -6.4% | +5.6% | -0.5% |
| 3M | +5.0% | +7.7% | -2.7% | +4.1% |
| 6M | +0.2% | +44.5% | -44.3% | -3.2% |
| YTD | +5.8% | +67.4% | -61.7% | +0.9% |
| 1Y | +1.5% | +15.4% | -13.9% | -0.9% |
| 3Y | +55.0% | +94.8% | -39.9% | +35.7% |
| 5Y | +29.3% | -35.1% | +64.4% | +12.3% |
| All | +30.1% | -35.7% | +65.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling