+14,085.9%
ECL vs AME
+18,777.7%
-4,691.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +0.6% |
| 7D | -0.5% | -1.5% | +1.0% | -0.2% |
| 30D | +8.8% | -4.2% | +13.0% | +10.1% |
| 3M | +7.8% | -5.9% | +13.8% | +9.7% |
| 6M | +21.3% | +2.8% | +18.5% | +19.4% |
| YTD | +17.8% | +16.6% | +1.2% | +10.9% |
| 1Y | +21.1% | +22.1% | -1.0% | +12.1% |
| 3Y | +80.1% | +64.7% | +15.4% | +47.7% |
| 5Y | +40.5% | +76.6% | -36.1% | +12.9% |
| 10Y | +197.7% | +443.9% | -246.1% | +69.1% |
| All | +14,085.9% | +18,777.7% | -4,691.8% | +3,929.0% |
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