-66.8%
EL vs ALK
-25.3%
-41.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.4% | +2.4% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +19.8% | -19.2% | +39.1% | +29.4% |
| 3M | +25.7% | -1.5% | +27.2% | +24.7% |
| 6M | +5.4% | -13.1% | +18.5% | +8.5% |
| YTD | +0.2% | -16.4% | +16.6% | +3.8% |
| 1Y | +20.4% | -33.1% | +53.5% | +35.2% |
| 3Y | -32.1% | +0.6% | -32.8% | -39.9% |
| All | -66.8% | -25.3% | -41.5% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling