+55.2%
BEN vs ACM
+128.0%
-72.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +4.7% | -0.3% | +5.0% | +4.8% |
| 30D | +2.6% | -12.9% | +15.5% | +9.2% |
| 3M | +11.5% | -6.4% | +17.9% | +13.7% |
| 6M | +35.3% | -29.2% | +64.5% | +59.1% |
| YTD | +48.6% | -29.9% | +78.6% | +74.1% |
| 1Y | +46.7% | -47.3% | +94.0% | +99.0% |
| 3Y | +57.0% | -19.6% | +76.6% | +66.4% |
| 5Y | +41.8% | +5.5% | +36.3% | +28.6% |
| 10Y | +55.2% | +129.7% | -74.5% | -13.9% |
| All | +55.2% | +128.0% | -72.7% | -13.9% |
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