+3.8%
EL vs ALK
+13.2%
-9.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | +10.0% | +7.7% | +2.3% | +7.1% |
| 3M | +28.4% | -19.0% | +47.4% | +36.4% |
| 6M | +37.1% | -0.2% | +37.3% | +34.3% |
| YTD | +7.8% | -23.5% | +31.3% | +13.8% |
| 1Y | +26.0% | -9.1% | +35.2% | +25.0% |
| 3Y | +3.8% | +12.0% | -8.2% | -3.4% |
| All | +3.8% | +13.2% | -9.4% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling