+3.2%
EL vs ALK
+16.0%
-12.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.8% | +9.0% | -8.3% | -2.1% |
| 30D | +16.5% | -1.6% | +18.2% | +16.7% |
| 3M | +29.2% | -23.2% | +52.4% | +39.7% |
| 6M | +27.9% | -3.9% | +31.8% | +27.1% |
| YTD | +6.2% | -22.6% | +28.8% | +11.7% |
| 1Y | +27.2% | -5.3% | +32.5% | +24.4% |
| 3Y | +3.2% | +18.6% | -15.4% | -3.9% |
| All | +3.2% | +16.0% | -12.7% | -3.9% |
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