+53.9%
BEN vs ACM
+147.1%
-93.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +3.7% |
| 7D | +12.2% | +6.9% | +5.3% | +8.6% |
| 30D | +12.1% | +19.1% | -7.0% | +2.7% |
| 3M | +7.3% | -6.9% | +14.2% | +10.2% |
| 6M | +17.9% | -12.0% | +29.9% | +23.3% |
| YTD | +55.4% | -25.1% | +80.6% | +75.4% |
| 1Y | +69.3% | -45.4% | +114.8% | +125.4% |
| 3Y | +82.8% | -6.9% | +89.7% | +79.2% |
| 5Y | +28.8% | +3.7% | +25.0% | +18.4% |
| 10Y | +53.9% | +135.8% | -81.9% | -7.2% |
| All | +53.9% | +147.1% | -93.2% | -7.2% |
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