+34.8%
ET vs ACM
-47.1%
+82.0%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +6.9% | -12.9% | +19.8% | +6.9% |
| 3M | +13.1% | -6.4% | +19.5% | +13.0% |
| 6M | +18.7% | -29.2% | +47.9% | +19.7% |
| YTD | +37.4% | -29.9% | +67.4% | +38.3% |
| 1Y | +34.8% | -47.3% | +82.1% | +38.9% |
| All | +34.8% | -47.1% | +82.0% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling