+665.7%
ET vs ACM
+250.7%
+415.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -1.2% |
| 7D | -4.4% | +6.9% | -11.3% | -7.1% |
| 30D | -4.8% | +19.1% | -23.8% | -11.5% |
| 3M | -3.4% | -6.9% | +3.5% | -1.9% |
| 6M | +2.2% | -12.0% | +14.2% | +5.1% |
| YTD | +24.2% | -25.1% | +49.3% | +34.9% |
| 1Y | +24.5% | -45.4% | +69.9% | +53.9% |
| 3Y | +83.6% | -6.9% | +90.5% | +77.5% |
| 5Y | +203.4% | +3.7% | +199.6% | +176.2% |
| 10Y | +166.5% | +135.8% | +30.8% | +67.6% |
| All | +665.7% | +250.7% | +415.1% | +298.7% |
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