+26.2%
ETR vs ACM
-48.7%
+75.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.3% |
| 7D | +0.4% | -3.7% | +4.1% | +0.4% |
| 30D | +2.0% | -12.7% | +14.7% | +2.0% |
| 3M | -1.7% | -9.8% | +8.1% | -1.7% |
| 6M | +3.6% | -31.4% | +35.0% | +4.0% |
| YTD | +18.0% | -32.1% | +50.1% | +18.1% |
| 1Y | +26.2% | -47.8% | +74.0% | +30.4% |
| All | +26.2% | -48.7% | +75.0% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling