+201.0%
ET vs ACM
-2.7%
+203.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.9% | +5.4% | -13.2% | -9.2% |
| 30D | -5.9% | +15.1% | -21.1% | -9.6% |
| 3M | -5.2% | -10.5% | +5.2% | -2.8% |
| 6M | +0.3% | -19.7% | +20.0% | +6.0% |
| YTD | +23.1% | -28.8% | +51.9% | +34.3% |
| 1Y | +22.7% | -47.9% | +70.6% | +51.6% |
| 3Y | +75.4% | -12.4% | +87.7% | +67.3% |
| All | +201.0% | -2.7% | +203.7% | +160.0% |
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