+20.1%
ECL vs ACM
-48.7%
+68.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.8% | +5.4% | -6.1% | -1.5% |
| 30D | +8.1% | +15.1% | -7.0% | +6.1% |
| 3M | +6.4% | -10.5% | +16.8% | +7.4% |
| 6M | +14.8% | -19.7% | +34.5% | +16.4% |
| YTD | +15.5% | -28.8% | +44.3% | +18.2% |
| 1Y | +20.1% | -47.9% | +68.0% | +18.5% |
| All | +20.1% | -48.7% | +68.8% | +18.5% |
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