+202.3%
ECL vs EME
+905.2%
-702.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +2.9% | +8.4% | -5.5% | +0.5% |
| 30D | +7.5% | -11.5% | +19.0% | +10.6% |
| 3M | +12.2% | -20.6% | +32.9% | +18.7% |
| 6M | +24.6% | -28.5% | +53.1% | +34.5% |
| YTD | +18.8% | +8.0% | +10.8% | +11.7% |
| 1Y | +19.3% | +6.8% | +12.6% | +12.4% |
| 3Y | +78.2% | +213.9% | -135.7% | +3.0% |
| 5Y | +38.8% | +414.8% | -376.0% | -36.5% |
| All | +202.3% | +905.2% | -702.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling