+37.8%
ECL vs AME
+66.2%
-28.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.9% |
| 7D | -0.8% | -5.2% | +4.4% | +1.5% |
| 30D | +8.1% | -8.0% | +16.1% | +12.0% |
| 3M | +6.4% | -8.9% | +15.3% | +10.5% |
| 6M | +14.8% | -5.0% | +19.7% | +16.3% |
| YTD | +15.5% | +11.9% | +3.6% | +7.2% |
| 1Y | +20.1% | +16.6% | +3.5% | +9.0% |
| 3Y | +77.8% | +62.5% | +15.3% | +22.7% |
| All | +37.8% | +66.2% | -28.5% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling