+69.8%
ECL vs ACI
+33.9%
+35.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +6.6% | +4.9% | +1.7% | +6.0% |
| 3M | +9.6% | +11.1% | -1.5% | +8.2% |
| 6M | +21.6% | -14.9% | +36.5% | +23.0% |
| YTD | +16.9% | -19.6% | +36.5% | +18.7% |
| 1Y | +17.9% | -22.7% | +40.6% | +20.2% |
| 3Y | +76.5% | -31.2% | +107.7% | +81.7% |
| 5Y | +36.6% | -42.3% | +79.0% | +41.0% |
| All | +69.8% | +33.9% | +35.9% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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