+762.6%
DE vs ACM
+131.3%
+631.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +2.3% | +5.1% | -2.7% | -0.2% |
| 30D | +4.4% | +18.7% | -14.2% | -4.3% |
| 3M | +9.8% | +15.5% | -5.7% | +1.3% |
| 6M | +15.8% | +1.2% | +14.6% | +13.0% |
| YTD | +47.0% | -25.2% | +72.2% | +65.4% |
| 1Y | +42.8% | -46.3% | +89.1% | +91.1% |
| 3Y | +88.9% | -9.6% | +98.5% | +84.4% |
| 5Y | +101.9% | +4.4% | +97.5% | +79.2% |
| All | +762.6% | +131.3% | +631.3% | +389.4% |
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