+18.8%
ECL vs ACI
-23.0%
+41.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -2.3% | -5.3% | +3.0% | -1.8% |
| 30D | +8.3% | +5.0% | +3.3% | +7.9% |
| 3M | +8.4% | +7.5% | +0.9% | +7.9% |
| 6M | +23.3% | -16.0% | +39.3% | +23.3% |
| YTD | +18.2% | -20.6% | +38.9% | +17.6% |
| 1Y | +18.8% | -23.5% | +42.3% | +18.6% |
| All | +18.8% | -23.0% | +41.7% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling