-28.1%
EL vs AHR
+356.1%
-384.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -6.5% | -2.1% | -4.4% | -6.0% |
| 30D | +11.1% | +1.9% | +9.3% | +10.7% |
| 3M | +10.7% | +15.7% | -4.9% | +6.8% |
| 6M | +6.9% | +2.5% | +4.4% | +5.9% |
| YTD | -6.3% | +15.0% | -21.3% | -10.1% |
| 1Y | +13.5% | +28.1% | -14.6% | +4.7% |
| All | -28.1% | +356.1% | -384.2% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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