+339.6%
ES vs ACM
+233.2%
+106.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.5% |
| 7D | +5.9% | +5.1% | +0.9% | +4.8% |
| 30D | +10.2% | +11.5% | -1.3% | +7.8% |
| 3M | +0.4% | -10.5% | +10.9% | +2.3% |
| 6M | +6.9% | -20.4% | +27.2% | +11.0% |
| YTD | +10.5% | -28.9% | +39.4% | +16.8% |
| 1Y | +3.2% | -48.7% | +51.9% | +17.0% |
| 3Y | +49.0% | -12.5% | +61.6% | +49.8% |
| 5Y | +4.5% | +0.5% | +3.9% | +1.4% |
| 10Y | +92.3% | +161.2% | -68.9% | +45.7% |
| All | +339.6% | +233.2% | +106.3% | +164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling