+3.2%
EL vs ACM
-12.3%
+15.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.8% | +5.4% | -4.6% | -1.0% |
| 30D | +16.5% | +15.1% | +1.4% | +11.1% |
| 3M | +29.2% | -10.5% | +39.6% | +33.1% |
| 6M | +27.9% | -19.7% | +47.6% | +36.6% |
| YTD | +6.2% | -28.8% | +35.0% | +17.1% |
| 1Y | +27.2% | -47.9% | +75.0% | +64.3% |
| 3Y | +3.2% | -12.4% | +15.6% | -7.4% |
| All | +3.2% | -12.3% | +15.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling