+53.6%
AA vs ACM
+147.1%
-93.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.2% | +0.6% | +1.8% |
| 7D | +4.8% | +6.9% | -2.1% | -0.3% |
| 30D | -0.6% | +19.1% | -19.7% | -13.3% |
| 3M | -16.3% | -6.9% | -9.3% | -13.4% |
| 6M | -33.4% | -12.0% | -21.4% | -29.3% |
| YTD | -20.7% | -25.1% | +4.4% | -6.4% |
| 1Y | +12.9% | -45.4% | +58.3% | +72.5% |
| 3Y | +75.7% | -6.9% | +82.6% | +67.8% |
| 5Y | -6.8% | +3.7% | -10.5% | -17.1% |
| 10Y | +53.6% | +135.8% | -82.1% | -22.0% |
| All | +53.6% | +147.1% | -93.5% | -22.0% |
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