-11.8%
ACN vs ACM
-12.3%
+0.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.9% | +5.4% | -4.5% | -1.0% |
| 30D | +33.5% | +15.1% | +18.4% | +27.2% |
| 3M | +53.5% | -10.5% | +63.9% | +58.1% |
| 6M | +52.2% | -19.7% | +71.9% | +61.8% |
| YTD | -0.1% | -28.8% | +28.7% | +10.6% |
| 1Y | +11.0% | -47.9% | +58.9% | +34.8% |
| 3Y | -11.8% | -12.4% | +0.6% | -10.6% |
| All | -11.8% | -12.3% | +0.5% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling