+12,781.7%
ECL vs AME
+18,709.1%
-5,927.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -2.6% | +0.6% | -3.2% | -2.8% |
| 30D | -2.2% | -6.7% | +4.5% | +0.1% |
| 3M | +10.1% | +4.1% | +6.0% | +8.3% |
| 6M | -5.7% | +1.6% | -7.3% | -6.5% |
| YTD | +7.0% | +16.1% | -9.2% | +1.2% |
| 1Y | +2.7% | +27.3% | -24.7% | -6.2% |
| 3Y | +57.7% | +50.9% | +6.9% | +33.9% |
| 5Y | +31.1% | +81.4% | -50.2% | +4.8% |
| 10Y | +150.9% | +417.0% | -266.1% | +45.1% |
| All | +12,781.7% | +18,709.1% | -5,927.4% | +3,577.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling