+1,555.2%
DE vs ACM
+252.1%
+1,303.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | +0.3% | +5.6% | -5.4% | -2.3% |
| 30D | +3.6% | +20.8% | -17.3% | -5.3% |
| 3M | +10.2% | +11.4% | -1.2% | +4.1% |
| 6M | +16.6% | +0.9% | +15.6% | +14.2% |
| YTD | +45.8% | -24.8% | +70.6% | +61.8% |
| 1Y | +43.9% | -46.4% | +90.3% | +86.6% |
| 3Y | +89.6% | -9.2% | +98.8% | +87.6% |
| 5Y | +100.3% | +5.0% | +95.3% | +83.3% |
| 10Y | +760.8% | +130.6% | +630.2% | +415.9% |
| All | +1,555.2% | +252.1% | +1,303.1% | +606.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling