+32.8%
ES vs ACM
-21.7%
+54.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.3% | -3.7% | +4.0% | +0.9% |
| 30D | -2.0% | -11.1% | +9.1% | -0.2% |
| 3M | +1.7% | -8.0% | +9.7% | +2.8% |
| 6M | -3.5% | -29.7% | +26.1% | +3.0% |
| YTD | +7.9% | -29.4% | +37.3% | +14.3% |
| 1Y | +17.2% | -46.4% | +63.6% | +34.9% |
| All | +32.8% | -21.7% | +54.5% | +28.5% |
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