+106.2%
DE vs ACM
+5.4%
+100.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +3.3% | +6.6% | -3.3% | +0.6% |
| 30D | +10.7% | +19.8% | -9.0% | +2.7% |
| 3M | +13.1% | -3.1% | +16.3% | +13.7% |
| 6M | +20.2% | -11.5% | +31.7% | +25.0% |
| YTD | +48.9% | -24.7% | +73.5% | +65.4% |
| 1Y | +46.6% | -45.1% | +91.7% | +90.6% |
| 3Y | +91.4% | -8.9% | +100.3% | +80.5% |
| All | +106.2% | +5.4% | +100.7% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling