+658.9%
ET vs ACM
+233.3%
+425.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.9% | +5.4% | -13.2% | -9.9% |
| 30D | -5.9% | +15.1% | -21.1% | -11.4% |
| 3M | -5.2% | -10.5% | +5.2% | -2.2% |
| 6M | +0.3% | -19.7% | +20.0% | +7.1% |
| YTD | +23.1% | -28.8% | +51.9% | +36.6% |
| 1Y | +22.7% | -47.9% | +70.6% | +54.6% |
| 3Y | +75.4% | -12.4% | +87.7% | +73.9% |
| 5Y | +202.6% | +0.6% | +202.1% | +179.0% |
| 10Y | +213.0% | +161.3% | +51.7% | +90.3% |
| All | +658.9% | +233.3% | +425.6% | +303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling