+60.0%
EL vs ALK
-37.5%
+97.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +0.7% |
| 7D | +8.0% | +8.9% | -0.9% | +5.2% |
| 30D | +15.4% | +5.9% | +9.5% | +13.0% |
| 3M | +28.5% | -16.5% | +45.0% | +34.7% |
| 6M | +32.2% | +2.1% | +30.1% | +29.2% |
| YTD | +9.2% | -17.1% | +26.3% | +12.2% |
| 1Y | +30.8% | -2.9% | +33.7% | +27.8% |
| 3Y | +3.7% | +24.5% | -20.8% | -9.4% |
| 5Y | -64.8% | -29.1% | -35.7% | -64.5% |
| 10Y | +60.0% | -39.1% | +99.1% | +54.5% |
| All | +60.0% | -37.5% | +97.5% | +54.5% |
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