+779.0%
DE vs ACM
+131.8%
+647.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +2.3% | +3.0% | -0.8% | +0.7% |
| 30D | +9.3% | +19.7% | -10.3% | -0.2% |
| 3M | +12.2% | +5.3% | +6.9% | +8.1% |
| 6M | +18.1% | -10.8% | +28.9% | +22.4% |
| YTD | +49.8% | -25.1% | +74.8% | +68.4% |
| 1Y | +46.4% | -45.8% | +92.2% | +94.9% |
| 3Y | +92.5% | -9.4% | +101.9% | +87.7% |
| 5Y | +107.4% | +4.8% | +102.6% | +83.7% |
| All | +779.0% | +131.8% | +647.3% | +398.2% |
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