+238.2%
ET vs ACM
+4.8%
+233.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +6.9% | -12.9% | +19.8% | +10.7% |
| 3M | +13.1% | -6.4% | +19.5% | +14.2% |
| 6M | +18.7% | -29.2% | +47.9% | +30.9% |
| YTD | +37.4% | -29.9% | +67.4% | +50.7% |
| 1Y | +34.8% | -47.3% | +82.1% | +64.4% |
| 3Y | +96.8% | -19.6% | +116.4% | +96.1% |
| 5Y | +238.2% | +5.5% | +232.7% | +197.3% |
| All | +238.2% | +4.8% | +233.5% | +197.3% |
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 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