+46.1%
ES vs ACM
-12.3%
+58.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.4% |
| 7D | +5.9% | +5.1% | +0.9% | +5.1% |
| 30D | +10.2% | +11.5% | -1.3% | +8.3% |
| 3M | +0.4% | -10.5% | +10.9% | +1.9% |
| 6M | +6.9% | -20.4% | +27.2% | +10.7% |
| YTD | +10.5% | -28.9% | +39.4% | +16.3% |
| 1Y | +3.2% | -48.7% | +51.9% | +19.2% |
| All | +46.1% | -12.3% | +58.4% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling