-28.7%
ETHA vs ACM
-24.7%
-4.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | +29.4% | -12.9% | +42.3% | +38.5% |
| 3M | +47.2% | -6.4% | +53.5% | +49.8% |
| 6M | +25.4% | -29.2% | +54.6% | +53.1% |
| YTD | -16.5% | -29.9% | +13.4% | 0.0% |
| 1Y | -42.3% | -47.3% | +4.9% | -9.3% |
| All | -28.7% | -24.7% | -4.0% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling