-30.2%
EL vs ALC
+24.0%
-54.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.1% |
| 7D | +0.8% | -2.1% | +2.9% | +1.9% |
| 30D | +19.8% | -0.1% | +19.9% | +19.9% |
| 3M | +25.7% | +5.9% | +19.8% | +21.8% |
| 6M | +5.4% | -15.9% | +21.4% | +14.3% |
| YTD | +0.2% | -10.1% | +10.3% | +4.7% |
| 1Y | +20.4% | -10.2% | +30.7% | +25.7% |
| 3Y | -32.1% | -13.6% | -18.6% | -29.3% |
| 5Y | -67.2% | -15.1% | -52.0% | -66.1% |
| All | -30.2% | +24.0% | -54.2% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling