+75.4%
ECL vs ACM
-9.6%
+85.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.5% | +5.1% | -5.5% | -1.5% |
| 30D | +6.6% | +18.7% | -12.1% | +3.0% |
| 3M | +9.6% | +15.5% | -5.8% | +6.3% |
| 6M | +21.6% | +1.2% | +20.4% | +20.7% |
| YTD | +16.9% | -25.2% | +42.1% | +22.3% |
| 1Y | +17.9% | -46.3% | +64.2% | +32.8% |
| All | +75.4% | -9.6% | +85.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling