-15.9%
ACN vs ACM
-9.1%
-6.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | -3.8% | +5.6% | -9.5% | -5.7% |
| 30D | +16.5% | +20.8% | -4.3% | +9.1% |
| 3M | +41.5% | +11.4% | +30.1% | +36.0% |
| 6M | +60.1% | +0.9% | +59.1% | +58.1% |
| YTD | -3.9% | -24.8% | +20.9% | +4.2% |
| 1Y | +4.1% | -46.4% | +50.5% | +25.1% |
| 3Y | -15.9% | -9.2% | -6.6% | -15.4% |
| All | -15.9% | -9.1% | -6.7% | -15.4% |
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