+302.3%
ETR vs ACM
+124.8%
+177.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.5% |
| 7D | +0.4% | -3.7% | +4.1% | +1.3% |
| 30D | +2.0% | -12.7% | +14.7% | +5.0% |
| 3M | -1.7% | -9.8% | +8.1% | +0.1% |
| 6M | +3.6% | -31.4% | +35.0% | +12.5% |
| YTD | +18.0% | -32.1% | +50.1% | +27.7% |
| 1Y | +26.2% | -47.8% | +74.0% | +45.9% |
| 3Y | +148.0% | -22.1% | +170.1% | +153.2% |
| 5Y | +126.1% | +1.8% | +124.3% | +111.7% |
| 10Y | +302.3% | +132.5% | +169.7% | +211.6% |
| All | +302.3% | +124.8% | +177.5% | +211.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling