+17.9%
ECL vs AME
+22.2%
-4.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.5% | +8.1% | -8.6% | -3.0% |
| 30D | +6.6% | -3.8% | +10.3% | +7.6% |
| 3M | +9.6% | -6.6% | +16.2% | +12.2% |
| 6M | +21.6% | +4.6% | +17.0% | +17.0% |
| YTD | +16.9% | +17.9% | -1.0% | +5.5% |
| 1Y | +17.9% | +23.2% | -5.4% | +3.7% |
| All | +17.9% | +22.2% | -4.4% | +3.7% |
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