+46.0%
ECL vs AUR
-57.9%
+103.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.8% |
| 7D | +2.9% | -4.5% | +7.4% | +3.1% |
| 30D | +7.5% | -16.6% | +24.1% | +8.5% |
| 3M | +12.2% | -38.5% | +50.7% | +15.2% |
| 6M | +24.6% | -49.9% | +74.4% | +29.2% |
| YTD | +18.8% | +9.6% | +9.1% | +16.0% |
| 1Y | +19.3% | +1.2% | +18.1% | +17.0% |
| 3Y | +78.2% | +128.8% | -50.6% | +52.1% |
| 5Y | +38.8% | -57.9% | +96.7% | +24.2% |
| All | +46.0% | -57.9% | +103.9% | +29.1% |
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