+349.8%
EAT vs ACM
+147.1%
+202.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -5.1% |
| 7D | -3.9% | +6.9% | -10.8% | -8.4% |
| 30D | +5.0% | +19.1% | -14.1% | -7.2% |
| 3M | -9.6% | -6.9% | -2.7% | -7.2% |
| 6M | +46.8% | -12.0% | +58.8% | +54.4% |
| YTD | +41.8% | -25.1% | +66.9% | +65.6% |
| 1Y | +98.3% | -45.4% | +143.7% | +191.0% |
| 3Y | +503.1% | -6.9% | +510.0% | +457.4% |
| 5Y | +356.7% | +3.7% | +352.9% | +279.7% |
| 10Y | +349.8% | +135.8% | +214.0% | +106.3% |
| All | +349.8% | +147.1% | +202.7% | +106.3% |
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 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