+668.0%
BE vs ACM
+129.3%
+538.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.4% |
| 7D | +10.8% | +5.6% | +5.2% | +5.8% |
| 30D | -19.8% | +20.8% | -40.6% | -32.2% |
| 3M | -18.7% | +11.4% | -30.1% | -27.0% |
| 6M | -33.7% | +0.9% | -34.7% | -38.6% |
| YTD | +121.0% | -24.8% | +145.8% | +164.5% |
| 1Y | +85.4% | -46.4% | +131.8% | +211.7% |
| 3Y | +1,709.5% | -9.2% | +1,718.7% | +1,723.1% |
| 5Y | +462.2% | +5.0% | +457.2% | +410.4% |
| All | +668.0% | +129.3% | +538.7% | +239.2% |
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