+54.7%
ECL vs ACI
+21.8%
+32.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | -0.1% |
| 7D | -0.8% | -2.6% | +1.8% | -0.5% |
| 30D | -2.5% | +1.1% | -3.6% | -2.6% |
| 3M | +8.3% | -23.6% | +32.0% | +11.1% |
| 6M | -1.1% | -29.9% | +28.9% | +2.2% |
| YTD | +6.5% | -26.9% | +33.4% | +9.4% |
| 1Y | +2.1% | -34.2% | +36.3% | +6.0% |
| 3Y | +57.6% | -43.6% | +101.2% | +65.9% |
| 5Y | +28.1% | -42.4% | +70.4% | +33.2% |
| All | +54.7% | +21.8% | +32.9% | +54.8% |
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