+57.4%
BEN vs ACM
-19.2%
+76.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +0.2% | -3.7% | +4.0% | +1.7% |
| 30D | -0.5% | -11.1% | +10.6% | +3.9% |
| 3M | +9.7% | -8.0% | +17.7% | +12.6% |
| 6M | +33.9% | -29.7% | +63.6% | +55.5% |
| YTD | +49.0% | -29.4% | +78.3% | +70.9% |
| 1Y | +42.1% | -46.4% | +88.5% | +88.0% |
| All | +57.4% | -19.2% | +76.6% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling