+85.6%
ES vs ACM
+147.1%
-61.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.5% |
| 7D | -0.1% | +6.9% | -7.0% | -1.4% |
| 30D | +5.7% | +19.1% | -13.3% | +2.1% |
| 3M | -2.8% | -6.9% | +4.1% | -1.8% |
| 6M | +7.0% | -12.0% | +19.0% | +8.8% |
| YTD | +6.8% | -25.1% | +31.9% | +11.7% |
| 1Y | -0.5% | -45.4% | +44.9% | +11.6% |
| 3Y | +47.2% | -6.9% | +54.1% | +46.1% |
| 5Y | +2.3% | +3.7% | -1.5% | -1.3% |
| 10Y | +85.6% | +135.8% | -50.1% | +53.8% |
| All | +85.6% | +147.1% | -61.5% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling