+153.2%
ECL vs AME
+421.6%
-268.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.8% | +2.8% | -3.5% | -2.4% |
| 30D | -2.5% | -6.3% | +3.8% | +1.3% |
| 3M | +8.3% | +5.4% | +3.0% | +4.3% |
| 6M | -1.1% | +7.4% | -8.5% | -6.1% |
| YTD | +6.5% | +16.2% | -9.7% | -3.9% |
| 1Y | +2.1% | +26.8% | -24.7% | -13.2% |
| 3Y | +57.6% | +57.5% | +0.1% | +11.6% |
| 5Y | +28.1% | +84.8% | -56.8% | -19.5% |
| 10Y | +153.2% | +424.3% | -271.1% | -8.5% |
| All | +153.2% | +421.6% | -268.4% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling