+417.9%
ED vs ACM
+233.3%
+184.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.6% | +5.4% | -3.7% | +1.0% |
| 30D | +13.3% | +15.1% | -1.8% | +11.4% |
| 3M | +9.7% | -10.5% | +20.2% | +10.9% |
| 6M | +12.8% | -19.7% | +32.5% | +15.2% |
| YTD | +22.3% | -28.8% | +51.1% | +26.3% |
| 1Y | +26.3% | -47.9% | +74.2% | +35.4% |
| 3Y | +45.0% | -12.4% | +57.4% | +44.3% |
| 5Y | +80.2% | +0.6% | +79.6% | +75.2% |
| 10Y | +129.9% | +161.3% | -31.4% | +92.0% |
| All | +417.9% | +233.3% | +184.6% | +257.4% |
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