+309.3%
EAT vs ACM
+131.3%
+178.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -7.1% | +5.1% | -12.2% | -10.5% |
| 30D | -2.3% | +18.7% | -21.0% | -13.7% |
| 3M | -19.6% | +15.5% | -35.1% | -28.6% |
| 6M | +46.0% | +1.2% | +44.8% | +39.0% |
| YTD | +37.7% | -25.2% | +62.9% | +61.3% |
| 1Y | +73.8% | -46.3% | +120.1% | +160.1% |
| 3Y | +482.1% | -9.6% | +491.6% | +449.0% |
| 5Y | +362.5% | +4.4% | +358.1% | +279.0% |
| All | +309.3% | +131.3% | +178.0% | +86.6% |
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