+151.8%
ACN vs ACM
+131.3%
+20.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.7% | +5.1% | -10.8% | -7.7% |
| 30D | +17.0% | +18.7% | -1.6% | +8.9% |
| 3M | +39.9% | +15.5% | +24.4% | +31.5% |
| 6M | +50.2% | +1.2% | +49.0% | +48.1% |
| YTD | -4.2% | -25.2% | +21.1% | +6.3% |
| 1Y | +4.3% | -46.3% | +50.6% | +32.0% |
| 3Y | -17.1% | -9.6% | -7.6% | -17.5% |
| 5Y | -26.5% | +4.4% | -30.9% | -31.7% |
| All | +151.8% | +131.3% | +20.5% | +66.5% |
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