+153.5%
ECL vs ACM
+130.7%
+22.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -2.6% | -3.7% | +1.1% | -1.2% |
| 30D | -2.2% | -11.1% | +8.9% | +1.7% |
| 3M | +10.1% | -8.0% | +18.1% | +12.8% |
| 6M | -5.7% | -29.7% | +23.9% | +6.3% |
| YTD | +7.0% | -29.4% | +36.3% | +19.5% |
| 1Y | +2.7% | -46.4% | +49.1% | +26.9% |
| 3Y | +57.7% | -22.3% | +80.1% | +64.1% |
| 5Y | +31.1% | +4.5% | +26.7% | +19.3% |
| All | +153.5% | +130.7% | +22.9% | +69.8% |
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