+84.4%
EAT vs ACM
-45.0%
+129.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -5.9% | +6.6% | -12.5% | -6.5% |
| 30D | +0.7% | +19.8% | -19.1% | -1.0% |
| 3M | -14.2% | -3.1% | -11.1% | -13.4% |
| 6M | +40.7% | -11.5% | +52.2% | +44.3% |
| YTD | +36.0% | -24.7% | +60.7% | +43.3% |
| All | +84.4% | -45.0% | +129.4% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling