+196.8%
ECL vs ACM
+155.0%
+41.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.8% | +5.4% | -6.1% | -2.7% |
| 30D | +8.1% | +15.1% | -7.0% | +2.6% |
| 3M | +6.4% | -10.5% | +16.8% | +10.1% |
| 6M | +14.8% | -19.7% | +34.5% | +23.0% |
| YTD | +15.5% | -28.8% | +44.3% | +28.4% |
| 1Y | +20.1% | -47.9% | +68.0% | +50.2% |
| 3Y | +77.8% | -12.4% | +90.1% | +75.6% |
| 5Y | +37.9% | +0.6% | +37.3% | +27.5% |
| All | +196.8% | +155.0% | +41.7% | +101.4% |
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