+78.2%
ECL vs AUR
+130.1%
-51.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.7% |
| 7D | +2.9% | -4.5% | +7.4% | +3.0% |
| 30D | +7.5% | -16.6% | +24.1% | +8.0% |
| 3M | +12.2% | -38.5% | +50.7% | +13.9% |
| 6M | +24.6% | -49.9% | +74.4% | +27.2% |
| YTD | +18.8% | +9.6% | +9.1% | +17.0% |
| 1Y | +19.3% | +1.2% | +18.1% | +17.9% |
| 3Y | +78.2% | +128.8% | -50.6% | +66.5% |
| All | +78.2% | +130.1% | -51.9% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling