+30.0%
ECL vs ACM
+5.0%
+25.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.6% | -3.7% | +1.1% | -1.4% |
| 30D | -2.2% | -11.1% | +8.9% | +1.3% |
| 3M | +10.1% | -8.0% | +18.1% | +12.5% |
| 6M | -5.7% | -29.7% | +23.9% | +5.5% |
| YTD | +7.0% | -29.4% | +36.3% | +18.6% |
| 1Y | +2.7% | -46.4% | +49.1% | +25.9% |
| 3Y | +57.7% | -22.3% | +80.1% | +58.7% |
| All | +30.0% | +5.0% | +25.0% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling