+154.5%
ETR vs ACM
-7.9%
+162.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.6% |
| 7D | +1.7% | +6.9% | -5.1% | +1.1% |
| 30D | +8.7% | +19.1% | -10.3% | +6.9% |
| 3M | +4.9% | -6.9% | +11.9% | +5.5% |
| 6M | +0.8% | -12.0% | +12.8% | +2.0% |
| YTD | +23.1% | -25.1% | +48.3% | +26.6% |
| 1Y | +17.9% | -45.4% | +63.3% | +28.8% |
| 3Y | +154.5% | -6.9% | +161.4% | +136.1% |
| All | +154.5% | -7.9% | +162.4% | +136.1% |
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