+13,805.6%
ECL vs AME
+18,019.4%
-4,213.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.6% |
| 7D | -0.8% | -5.2% | +4.4% | +0.9% |
| 30D | +8.1% | -8.0% | +16.1% | +11.0% |
| 3M | +6.4% | -8.9% | +15.3% | +9.4% |
| 6M | +14.8% | -5.0% | +19.7% | +16.1% |
| YTD | +15.5% | +11.9% | +3.6% | +10.2% |
| 1Y | +20.1% | +16.6% | +3.5% | +13.0% |
| 3Y | +77.8% | +62.5% | +15.3% | +46.5% |
| 5Y | +37.9% | +67.6% | -29.7% | +12.8% |
| 10Y | +202.7% | +450.4% | -247.7% | +71.8% |
| All | +13,805.6% | +18,019.4% | -4,213.8% | +3,906.5% |
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