+26.5%
ECL vs EME
+544.7%
-518.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.7% |
| 7D | -2.7% | +2.7% | -5.5% | -3.2% |
| 30D | -4.3% | -6.8% | +2.5% | -3.2% |
| 3M | +3.2% | -8.8% | +12.0% | +4.4% |
| 6M | -2.9% | +5.0% | -7.9% | -4.9% |
| YTD | +4.3% | +23.5% | -19.2% | -1.7% |
| 1Y | +1.6% | +21.3% | -19.7% | -5.0% |
| 3Y | +54.3% | +241.1% | -186.8% | -4.3% |
| 5Y | +26.5% | +549.2% | -522.7% | -45.1% |
| All | +26.5% | +544.7% | -518.2% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling