+197.7%
ECL vs ACM
+147.1%
+50.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +0.1% |
| 7D | -0.5% | +6.9% | -7.4% | -3.0% |
| 30D | +8.8% | +19.1% | -10.2% | +1.9% |
| 3M | +7.8% | -6.9% | +14.8% | +10.0% |
| 6M | +21.3% | -12.0% | +33.3% | +25.6% |
| YTD | +17.8% | -25.1% | +42.9% | +28.7% |
| 1Y | +21.1% | -45.4% | +66.5% | +49.2% |
| 3Y | +80.1% | -6.9% | +87.0% | +73.6% |
| 5Y | +40.5% | +3.7% | +36.7% | +28.2% |
| 10Y | +197.7% | +135.8% | +62.0% | +96.8% |
| All | +197.7% | +147.1% | +50.6% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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