+77.4%
ECL vs EME
+219.6%
-142.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.4% |
| 7D | -2.3% | +4.3% | -6.6% | -2.6% |
| 30D | +8.3% | -14.4% | +22.7% | +9.4% |
| 3M | +8.4% | -18.3% | +26.8% | +9.8% |
| 6M | +23.3% | -28.3% | +51.6% | +26.6% |
| YTD | +18.2% | +9.2% | +9.0% | +16.2% |
| 1Y | +18.8% | +4.3% | +14.5% | +17.2% |
| All | +77.4% | +219.6% | -142.2% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling