+37.8%
ECL vs ACI
-43.3%
+81.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.2% |
| 7D | -0.8% | -2.2% | +1.5% | -0.4% |
| 30D | +8.1% | +10.3% | -2.2% | +6.5% |
| 3M | +6.4% | +7.2% | -0.8% | +5.1% |
| 6M | +14.8% | -18.0% | +32.8% | +17.3% |
| YTD | +15.5% | -22.0% | +37.4% | +18.6% |
| 1Y | +20.1% | -23.4% | +43.5% | +23.7% |
| 3Y | +77.8% | -35.8% | +113.6% | +87.8% |
| All | +37.8% | -43.3% | +81.1% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling