+28.3%
EL vs ACM
+124.8%
-96.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -1.7% |
| 7D | -2.4% | -3.7% | +1.3% | -0.9% |
| 30D | +13.7% | -12.7% | +26.3% | +19.2% |
| 3M | +14.5% | -9.8% | +24.3% | +18.2% |
| 6M | +7.4% | -31.4% | +38.8% | +23.0% |
| YTD | -4.7% | -32.1% | +27.4% | +8.4% |
| 1Y | +12.9% | -47.8% | +60.7% | +42.8% |
| 3Y | -32.2% | -22.1% | -10.2% | -28.1% |
| 5Y | -68.4% | +1.8% | -70.2% | -69.6% |
| 10Y | +28.3% | +132.5% | -104.3% | -4.3% |
| All | +28.3% | +124.8% | -96.5% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling