+38.9%
ECL vs ACM
+1.1%
+37.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +2.9% | +5.6% | -2.8% | +1.0% |
| 30D | +7.5% | +20.8% | -13.3% | +0.9% |
| 3M | +12.2% | +11.4% | +0.8% | +7.9% |
| 6M | +24.6% | +0.9% | +23.6% | +23.1% |
| YTD | +18.8% | -24.8% | +43.6% | +28.9% |
| 1Y | +19.3% | -46.4% | +65.8% | +48.0% |
| 3Y | +78.2% | -9.2% | +87.4% | +65.7% |
| All | +38.9% | +1.1% | +37.8% | +16.6% |
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