+4.8%
ES vs ACM
+4.8%
0.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | +6.7% | +19.7% | -13.0% | +2.5% |
| 3M | +0.3% | +5.3% | -5.0% | -1.2% |
| 6M | +7.4% | -10.8% | +18.2% | +9.3% |
| YTD | +8.4% | -25.1% | +33.5% | +14.6% |
| 1Y | +0.6% | -45.8% | +46.4% | +17.8% |
| 3Y | +50.6% | -9.4% | +60.0% | +47.6% |
| 5Y | +4.8% | +4.8% | 0.0% | -3.8% |
| All | +4.8% | +4.8% | 0.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling