+19.3%
EFA vs ACM
-48.0%
+67.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.1% |
| 30D | -1.3% | -12.7% | +11.3% | +0.2% |
| 3M | +5.2% | -9.8% | +15.0% | +6.2% |
| 6M | +9.4% | -31.4% | +40.7% | +14.5% |
| YTD | +12.7% | -32.1% | +44.8% | +18.0% |
| All | +19.3% | -48.0% | +67.3% | +29.1% |
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