+136.0%
EFA vs ACM
+250.2%
-114.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +1.3% | +5.1% | -3.8% | -0.5% |
| 30D | +0.5% | +18.7% | -18.1% | -5.5% |
| 3M | -4.1% | +15.5% | -19.6% | -9.4% |
| 6M | +2.4% | +1.2% | +1.2% | +0.7% |
| YTD | +10.0% | -25.2% | +35.3% | +19.3% |
| 1Y | +11.4% | -46.3% | +57.7% | +35.9% |
| 3Y | +65.4% | -9.6% | +74.9% | +63.7% |
| 5Y | +49.6% | +4.4% | +45.2% | +38.7% |
| 10Y | +144.8% | +129.3% | +15.5% | +56.1% |
| All | +136.0% | +250.2% | -114.2% | +7.4% |
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