+95.7%
ES vs ACM
+131.3%
-35.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.1% | +5.1% | -6.2% | -2.1% |
| 30D | +8.2% | +18.7% | -10.5% | +4.5% |
| 3M | +0.6% | +15.5% | -14.9% | -2.5% |
| 6M | +6.0% | +1.2% | +4.8% | +5.0% |
| YTD | +9.3% | -25.2% | +34.6% | +14.5% |
| 1Y | +1.1% | -46.3% | +47.4% | +14.2% |
| 3Y | +51.9% | -9.6% | +61.5% | +51.7% |
| 5Y | +6.5% | +4.4% | +2.1% | +2.4% |
| All | +95.7% | +131.3% | -35.6% | +60.7% |
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 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