+172.0%
ET vs ACM
+133.7%
+38.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -1.9% | +6.6% | -8.5% | -4.7% |
| 30D | -3.1% | +19.8% | -22.8% | -10.8% |
| 3M | -3.9% | -3.1% | -0.8% | -3.8% |
| 6M | +4.0% | -11.5% | +15.5% | +7.2% |
| YTD | +26.4% | -24.7% | +51.1% | +38.7% |
| 1Y | +24.9% | -45.1% | +69.9% | +59.9% |
| 3Y | +85.2% | -8.9% | +94.1% | +77.3% |
| 5Y | +218.3% | +5.4% | +212.9% | +174.9% |
| 10Y | +172.0% | +131.1% | +40.9% | +58.9% |
| All | +172.0% | +133.7% | +38.3% | +58.9% |
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