+31.0%
ECL vs AUR
-34.9%
+65.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | -0.8% | +19.2% | -20.0% | -1.9% |
| 30D | -2.5% | -7.8% | +5.3% | -2.1% |
| 3M | +8.3% | +4.0% | +4.3% | +7.6% |
| 6M | -1.1% | +45.0% | -46.1% | -4.5% |
| YTD | +6.5% | +69.5% | -63.0% | +1.5% |
| 1Y | +2.1% | +13.0% | -10.9% | -0.2% |
| 3Y | +57.6% | +90.4% | -32.7% | +38.3% |
| 5Y | +28.1% | -34.2% | +62.2% | +11.2% |
| All | +31.0% | -34.9% | +65.9% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling