+501.0%
EL vs ACM
+233.3%
+267.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.3% |
| 6M | +27.9% | -19.7% | +47.6% | +35.9% |
| YTD | +6.2% | -28.8% | +35.0% | +16.5% |
| 1Y | +27.2% | -47.9% | +75.0% | +54.8% |
| 3Y | +3.2% | -12.4% | +15.6% | +4.8% |
| 5Y | -66.0% | +0.6% | -66.5% | -66.8% |
| 10Y | +58.3% | +161.3% | -102.9% | +9.0% |
| All | +501.0% | +233.3% | +267.6% | +240.7% |
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