-66.0%
EL vs ACM
-2.7%
-63.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.8% | +5.4% | -4.6% | -1.8% |
| 30D | +16.5% | +15.1% | +1.4% | +8.7% |
| 3M | +29.2% | -10.5% | +39.6% | +35.2% |
| 6M | +27.9% | -19.7% | +47.6% | +40.4% |
| YTD | +6.2% | -28.8% | +35.0% | +22.2% |
| 1Y | +27.2% | -47.9% | +75.0% | +77.6% |
| 3Y | +3.2% | -12.4% | +15.6% | -3.4% |
| All | -66.0% | -2.7% | -63.3% | -71.2% |
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