+27.1%
ECL vs AUR
-36.2%
+63.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | -2.6% | +0.2% | -2.8% | -2.7% |
| 30D | -4.6% | -8.9% | +4.3% | -4.1% |
| 3M | +6.0% | +4.6% | +1.3% | +5.2% |
| 6M | -3.0% | +44.9% | -47.8% | -6.3% |
| YTD | +4.0% | +64.8% | -60.8% | -0.7% |
| 1Y | +2.0% | +16.4% | -14.4% | -0.5% |
| 3Y | +53.9% | +85.1% | -31.2% | +35.3% |
| 5Y | +27.1% | -36.1% | +63.3% | +9.6% |
| All | +27.1% | -36.2% | +63.3% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling