+70.3%
ED vs ACM
+5.0%
+65.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.2% | -3.7% | +3.6% | +0.1% |
| 30D | -0.1% | -11.1% | +11.0% | +0.7% |
| 3M | +3.9% | -8.0% | +11.9% | +4.4% |
| 6M | -3.0% | -29.7% | +26.6% | -0.3% |
| YTD | +10.7% | -29.4% | +40.1% | +13.3% |
| 1Y | +13.3% | -46.4% | +59.8% | +20.1% |
| 3Y | +34.5% | -22.3% | +56.8% | +32.3% |
| All | +70.3% | +5.0% | +65.4% | +58.3% |
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