+63.0%
EL vs ALK
-41.4%
+104.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | +0.3% | +2.6% | -2.3% | -0.5% |
| 30D | +12.3% | +7.8% | +4.5% | +9.4% |
| 3M | +28.4% | -15.2% | +43.6% | +34.0% |
| 6M | +36.7% | +5.0% | +31.7% | +32.4% |
| YTD | +8.4% | -18.4% | +26.8% | +11.9% |
| 1Y | +25.4% | -2.4% | +27.8% | +22.4% |
| 3Y | +3.4% | +19.8% | -16.3% | -8.6% |
| 5Y | -64.8% | -27.8% | -37.0% | -64.6% |
| 10Y | +63.0% | -42.0% | +104.9% | +50.7% |
| All | +63.0% | -41.4% | +104.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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