+71.1%
ECL vs ACI
+31.1%
+40.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | -0.5% | -5.9% | +5.4% | +0.1% |
| 30D | +8.8% | +7.2% | +1.6% | +8.0% |
| 3M | +7.8% | +8.8% | -1.0% | +6.7% |
| 6M | +21.3% | -17.2% | +38.5% | +23.1% |
| YTD | +17.8% | -21.3% | +39.0% | +19.9% |
| 1Y | +21.1% | -23.7% | +44.8% | +23.7% |
| 3Y | +80.1% | -32.8% | +112.9% | +85.9% |
| 5Y | +40.5% | -41.4% | +81.9% | +45.1% |
| All | +71.1% | +31.1% | +40.0% | +69.6% |
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