+141.3%
ED vs ACM
+133.7%
+7.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +2.1% | +6.6% | -4.5% | +1.4% |
| 30D | +12.4% | +19.8% | -7.3% | +10.3% |
| 3M | +13.1% | -3.1% | +16.3% | +13.2% |
| 6M | +14.1% | -11.5% | +25.6% | +15.1% |
| YTD | +23.1% | -24.7% | +47.7% | +25.9% |
| 1Y | +25.4% | -45.1% | +70.5% | +33.5% |
| 3Y | +47.9% | -8.9% | +56.7% | +45.5% |
| 5Y | +81.9% | +5.4% | +76.5% | +74.4% |
| 10Y | +141.3% | +131.1% | +10.2% | +109.3% |
| All | +141.3% | +133.7% | +7.6% | +109.3% |
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