-29.2%
ETHA vs ACM
-27.0%
-2.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | +0.9% |
| 7D | +2.9% | -3.7% | +6.6% | +5.0% |
| 30D | +31.4% | -12.7% | +44.1% | +40.1% |
| 3M | +48.9% | -9.8% | +58.7% | +54.6% |
| 6M | +20.9% | -31.4% | +52.3% | +50.1% |
| YTD | -17.2% | -32.1% | +14.9% | +0.9% |
| 1Y | -42.8% | -47.8% | +5.0% | -10.5% |
| All | -29.2% | -27.0% | -2.2% | -30.3% |
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