+373.4%
ETR vs ACM
+133.7%
+239.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +2.6% | +6.6% | -4.0% | +0.9% |
| 30D | +8.7% | +19.8% | -11.1% | +3.9% |
| 3M | +6.4% | -3.1% | +9.5% | +6.6% |
| 6M | +0.7% | -11.5% | +12.2% | +2.8% |
| YTD | +23.0% | -24.7% | +47.7% | +29.9% |
| 1Y | +17.9% | -45.1% | +63.0% | +35.6% |
| 3Y | +154.9% | -8.9% | +163.8% | +149.8% |
| 5Y | +157.3% | +5.4% | +151.9% | +138.9% |
| 10Y | +373.4% | +131.1% | +242.3% | +241.9% |
| All | +373.4% | +133.7% | +239.7% | +241.9% |
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 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