+851.5%
DE vs ACM
+134.0%
+717.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -2.6% | -4.6% | +2.0% | -0.4% |
| 30D | +9.0% | +4.1% | +5.0% | +6.4% |
| 3M | +19.1% | -8.3% | +27.4% | +22.7% |
| 6M | +14.4% | -30.1% | +44.4% | +33.9% |
| YTD | +45.9% | -32.6% | +78.6% | +72.5% |
| 1Y | +43.6% | -49.6% | +93.2% | +95.4% |
| 3Y | +75.9% | -23.0% | +98.9% | +87.3% |
| 5Y | +98.8% | +2.0% | +96.8% | +79.9% |
| All | +851.5% | +134.0% | +717.5% | +483.0% |
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