+467.1%
EL vs ACM
+230.8%
+236.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.1% |
| 7D | +0.8% | -3.7% | +4.5% | +2.1% |
| 30D | +19.8% | -11.1% | +30.9% | +24.2% |
| 3M | +25.7% | -8.0% | +33.7% | +28.4% |
| 6M | +5.4% | -29.7% | +35.1% | +17.4% |
| YTD | +0.2% | -29.4% | +29.6% | +10.4% |
| 1Y | +20.4% | -46.4% | +66.9% | +45.4% |
| 3Y | -32.1% | -22.3% | -9.8% | -28.1% |
| 5Y | -67.2% | +4.5% | -71.7% | -68.4% |
| 10Y | +31.7% | +127.6% | -95.9% | -5.4% |
| All | +467.1% | +230.8% | +236.3% | +222.9% |
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