+173.7%
ET vs ACM
+124.8%
+49.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +2.2% |
| 7D | +0.6% | -3.7% | +4.3% | +2.4% |
| 30D | +5.3% | -12.7% | +18.0% | +11.1% |
| 3M | +15.6% | -9.8% | +25.4% | +19.4% |
| 6M | +20.6% | -31.4% | +52.0% | +41.0% |
| YTD | +38.5% | -32.1% | +70.6% | +60.7% |
| 1Y | +35.7% | -47.8% | +83.5% | +78.9% |
| 3Y | +98.4% | -22.1% | +120.4% | +105.1% |
| 5Y | +245.3% | +1.8% | +243.5% | +198.4% |
| 10Y | +173.7% | +132.5% | +41.2% | +32.3% |
| All | +173.7% | +124.8% | +49.0% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling