+88.7%
ACN vs ACM
+128.0%
-39.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +1.9% | -12.9% | +14.8% | +6.8% |
| 3M | +3.9% | -6.4% | +10.2% | +5.9% |
| 6M | -15.0% | -29.2% | +14.2% | -3.8% |
| YTD | -31.9% | -29.9% | -2.0% | -22.8% |
| 1Y | -28.5% | -47.3% | +18.8% | -10.0% |
| 3Y | -41.9% | -19.6% | -22.3% | -39.2% |
| 5Y | -42.9% | +5.5% | -48.4% | -46.6% |
| 10Y | +88.7% | +129.7% | -41.0% | +37.7% |
| All | +88.7% | +128.0% | -39.2% | +37.7% |
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