+3.6%
ES vs ACM
-2.7%
+6.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +1.9% | +5.4% | -3.5% | +0.7% |
| 30D | +7.1% | +15.1% | -8.1% | +3.7% |
| 3M | -1.9% | -10.5% | +8.5% | +0.1% |
| 6M | +4.4% | -19.7% | +24.0% | +9.0% |
| YTD | +7.3% | -28.8% | +36.1% | +14.8% |
| 1Y | +2.1% | -47.9% | +50.0% | +20.5% |
| 3Y | +41.8% | -12.4% | +54.2% | +39.8% |
| All | +3.6% | -2.7% | +6.4% | -3.7% |
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 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