-22.5%
ACN vs ACM
-2.7%
-19.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.9% | +5.4% | -4.5% | -1.4% |
| 30D | +33.5% | +15.1% | +18.4% | +25.6% |
| 3M | +53.5% | -10.5% | +63.9% | +59.8% |
| 6M | +52.2% | -19.7% | +71.9% | +65.4% |
| YTD | -0.1% | -28.8% | +28.7% | +14.3% |
| 1Y | +11.0% | -47.9% | +58.9% | +45.7% |
| 3Y | -11.8% | -12.4% | +0.6% | -14.6% |
| All | -22.5% | -2.7% | -19.8% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling