+53.4%
EFA vs ACM
+2.7%
+50.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.2% |
| 7D | -0.5% | -3.7% | +3.2% | +0.6% |
| 30D | -1.3% | -12.7% | +11.3% | +2.2% |
| 3M | +5.2% | -9.8% | +15.0% | +7.6% |
| 6M | +9.4% | -31.4% | +40.7% | +21.8% |
| YTD | +12.7% | -32.1% | +44.8% | +25.0% |
| 1Y | +19.3% | -47.8% | +67.1% | +44.6% |
| 3Y | +66.3% | -22.1% | +88.4% | +68.5% |
| 5Y | +53.4% | +1.8% | +51.6% | +39.2% |
| All | +53.4% | +2.7% | +50.6% | +39.2% |
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