+145.8%
EFA vs ACM
+230.8%
-84.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.6% | -3.7% | +4.3% | +2.0% |
| 30D | +0.9% | -11.1% | +12.0% | +4.5% |
| 3M | +4.9% | -8.0% | +12.9% | +7.0% |
| 6M | +8.6% | -29.7% | +38.2% | +21.5% |
| YTD | +14.6% | -29.4% | +44.0% | +27.1% |
| 1Y | +22.6% | -46.4% | +69.1% | +49.7% |
| 3Y | +66.5% | -22.3% | +88.9% | +74.5% |
| 5Y | +54.5% | +4.5% | +50.1% | +43.0% |
| 10Y | +144.8% | +127.6% | +17.1% | +55.8% |
| All | +145.8% | +230.8% | -84.9% | +14.5% |
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