-68.5%
EL vs ACM
+1.2%
-69.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -6.5% | -4.6% | -1.9% | -4.3% |
| 30D | +11.1% | +4.1% | +7.1% | +8.9% |
| 3M | +10.7% | -8.3% | +19.0% | +14.1% |
| 6M | +6.9% | -30.1% | +36.9% | +26.2% |
| YTD | -6.3% | -32.6% | +26.3% | +10.8% |
| 1Y | +13.5% | -49.6% | +63.0% | +59.6% |
| 3Y | -33.1% | -23.0% | -10.0% | -31.3% |
| All | -68.5% | +1.2% | -69.7% | -72.8% |
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