+23.1%
ECL vs AME
+21.1%
+2.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.6% | +8.0% | +4.9% |
| 7D | +7.7% | -4.4% | +12.2% | +9.1% |
| 30D | +13.7% | -5.9% | +19.6% | +15.8% |
| 3M | +11.6% | -6.5% | +18.1% | +13.8% |
| 6M | +23.9% | +3.2% | +20.7% | +19.7% |
| YTD | +21.0% | +16.0% | +5.0% | +9.8% |
| 1Y | +23.1% | +20.4% | +2.7% | +9.4% |
| All | +23.1% | +21.1% | +2.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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