+2.1%
ECL vs ACM
-47.1%
+49.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | -2.5% | -12.9% | +10.4% | -1.0% |
| 3M | +8.3% | -6.4% | +14.7% | +9.0% |
| 6M | -1.1% | -29.2% | +28.1% | +1.5% |
| YTD | +6.5% | -29.9% | +36.5% | +9.5% |
| 1Y | +2.1% | -47.3% | +49.3% | +4.2% |
| All | +2.1% | -47.1% | +49.2% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling