+2.1%
ECL vs AME
+27.5%
-25.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.8% | +2.8% | -3.5% | -1.8% |
| 30D | -2.5% | -6.3% | +3.8% | -0.1% |
| 3M | +8.3% | +5.4% | +3.0% | +5.1% |
| 6M | -1.1% | +7.4% | -8.5% | -5.0% |
| YTD | +6.5% | +16.2% | -9.7% | +0.4% |
| 1Y | +2.1% | +26.8% | -24.7% | -4.9% |
| All | +2.1% | +27.5% | -25.4% | -4.9% |
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