+368.7%
ED vs ACM
+230.8%
+137.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -0.2% | -3.7% | +3.6% | +0.3% |
| 30D | -0.1% | -11.1% | +11.0% | +1.1% |
| 3M | +3.9% | -8.0% | +11.9% | +4.7% |
| 6M | -3.0% | -29.7% | +26.6% | +0.6% |
| YTD | +10.7% | -29.4% | +40.1% | +14.4% |
| 1Y | +13.3% | -46.4% | +59.8% | +21.0% |
| 3Y | +34.5% | -22.3% | +56.8% | +36.0% |
| 5Y | +67.1% | +4.5% | +62.7% | +61.7% |
| 10Y | +103.0% | +127.6% | -24.6% | +72.6% |
| All | +368.7% | +230.8% | +137.9% | +223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling