+1,251.0%
BE vs ACM
+4.8%
+1,246.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +10.3% |
| 7D | +29.8% | -0.3% | +30.1% | +30.0% |
| 30D | +26.4% | -12.9% | +39.3% | +39.5% |
| 3M | +9.3% | -6.4% | +15.7% | +9.0% |
| 6M | +105.1% | -29.2% | +134.3% | +172.1% |
| YTD | +219.0% | -29.9% | +249.0% | +316.0% |
| 1Y | +418.8% | -47.3% | +466.0% | +848.1% |
| 3Y | +1,784.6% | -19.6% | +1,804.2% | +1,937.8% |
| 5Y | +1,251.0% | +5.5% | +1,245.5% | +1,006.7% |
| All | +1,251.0% | +4.8% | +1,246.2% | +1,006.7% |
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 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