+3.2%
EL vs ALC
+2.3%
+1.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +3.2% |
| 7D | +0.8% | +4.9% | -4.1% | -1.5% |
| 30D | +16.5% | +19.0% | -2.4% | +7.8% |
| 3M | +29.2% | +7.8% | +21.4% | +24.7% |
| 6M | +27.9% | +14.6% | +13.3% | +20.0% |
| YTD | +6.2% | -4.4% | +10.6% | +7.4% |
| 1Y | +27.2% | +1.4% | +25.8% | +25.0% |
| 3Y | +3.2% | +2.5% | +0.7% | +4.5% |
| All | +3.2% | +2.3% | +1.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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