+124.8%
AA vs ACM
+128.0%
-3.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +4.2% |
| 7D | +1.7% | -0.3% | +1.9% | +1.9% |
| 30D | +3.3% | -12.9% | +16.3% | +12.8% |
| 3M | -29.4% | -6.4% | -23.0% | -27.6% |
| 6M | -12.8% | -29.2% | +16.4% | +9.6% |
| YTD | -2.1% | -29.9% | +27.8% | +22.0% |
| 1Y | +62.8% | -47.3% | +110.0% | +155.3% |
| 3Y | +90.5% | -19.6% | +110.1% | +106.5% |
| 5Y | +19.1% | +5.5% | +13.5% | +3.9% |
| 10Y | +124.8% | +129.7% | -4.9% | +12.2% |
| All | +124.8% | +128.0% | -3.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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