+32.9%
DTE vs ACM
+2.7%
+30.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | 0.0% | -3.7% | +3.7% | +0.6% |
| 30D | -0.5% | -12.7% | +12.1% | +1.4% |
| 3M | -6.0% | -9.8% | +3.8% | -4.9% |
| 6M | -7.2% | -31.4% | +24.2% | -1.6% |
| YTD | +7.2% | -32.1% | +39.2% | +13.2% |
| 1Y | +4.1% | -47.8% | +51.9% | +16.0% |
| 3Y | +46.9% | -22.1% | +68.9% | +46.1% |
| 5Y | +32.9% | +1.8% | +31.1% | +23.3% |
| All | +32.9% | +2.7% | +30.2% | +23.3% |
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