+55.3%
EL vs ALK
-41.7%
+97.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +0.8% | +9.0% | -8.3% | -2.0% |
| 30D | +16.5% | -1.6% | +18.2% | +16.7% |
| 3M | +29.2% | -23.2% | +52.4% | +38.9% |
| 6M | +27.9% | -3.9% | +31.8% | +27.3% |
| YTD | +6.2% | -22.6% | +28.8% | +11.5% |
| 1Y | +27.2% | -5.3% | +32.5% | +25.2% |
| 3Y | +3.2% | +18.6% | -15.4% | -8.4% |
| 5Y | -66.0% | -34.4% | -31.6% | -64.9% |
| All | +55.3% | -41.7% | +97.0% | +55.7% |
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