+193.5%
ECL vs AME
+438.4%
-244.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +0.4% | -4.1% | +4.6% | +2.7% |
| 30D | +8.6% | -4.1% | +12.7% | +10.6% |
| 3M | +7.9% | -5.6% | +13.5% | +10.7% |
| 6M | +21.0% | +2.8% | +18.2% | +17.2% |
| YTD | +17.5% | +16.6% | +0.9% | +4.9% |
| 1Y | +19.7% | +21.1% | -1.4% | +4.2% |
| 3Y | +77.4% | +61.1% | +16.3% | +22.6% |
| 5Y | +38.7% | +76.6% | -37.9% | -10.9% |
| 10Y | +193.5% | +431.3% | -237.8% | +5.4% |
| All | +193.5% | +438.4% | -244.9% | +5.4% |
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 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