-64.8%
EL vs ALK
-28.7%
-36.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.5% |
| 7D | +0.3% | +2.6% | -2.3% | -0.7% |
| 30D | +12.3% | +7.8% | +4.5% | +8.7% |
| 3M | +28.4% | -15.2% | +43.6% | +35.4% |
| 6M | +36.7% | +5.0% | +31.7% | +31.0% |
| YTD | +8.4% | -18.4% | +26.8% | +12.6% |
| 1Y | +25.4% | -2.4% | +27.8% | +20.7% |
| 3Y | +3.4% | +19.8% | -16.3% | -16.9% |
| 5Y | -64.8% | -27.8% | -37.0% | -64.5% |
| All | -64.8% | -28.7% | -36.1% | -64.5% |
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 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