+156.3%
ECL vs EME
+1,362.1%
-1,205.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.5% |
| 7D | -1.1% | +3.5% | -4.6% | -2.1% |
| 30D | -0.8% | -6.3% | +5.5% | +0.8% |
| 3M | +5.0% | -3.8% | +8.8% | +4.8% |
| 6M | +0.2% | +8.5% | -8.3% | -4.0% |
| YTD | +5.8% | +27.8% | -22.0% | -4.4% |
| 1Y | +1.5% | +22.2% | -20.7% | -8.3% |
| 3Y | +55.0% | +253.5% | -198.5% | -11.8% |
| 5Y | +29.3% | +578.6% | -549.4% | -45.3% |
| All | +156.3% | +1,362.1% | -1,205.8% | -20.4% |
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