+2.1%
ES vs ACM
-48.7%
+50.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.9% | +5.4% | -3.5% | +1.2% |
| 30D | +7.1% | +15.1% | -8.1% | +5.2% |
| 3M | -1.9% | -10.5% | +8.5% | -0.9% |
| 6M | +4.4% | -19.7% | +24.0% | +7.6% |
| YTD | +7.3% | -28.8% | +36.1% | +11.2% |
| 1Y | +2.1% | -47.9% | +50.0% | +35.9% |
| All | +2.1% | -48.7% | +50.9% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling