+160.3%
ETR vs ACM
+3.6%
+156.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | +0.1% |
| 7D | +1.7% | +6.9% | -5.1% | +0.5% |
| 30D | +8.7% | +19.1% | -10.3% | +5.2% |
| 3M | +4.9% | -6.9% | +11.9% | +6.1% |
| 6M | +0.8% | -12.0% | +12.8% | +2.8% |
| YTD | +23.1% | -25.1% | +48.3% | +29.3% |
| 1Y | +17.9% | -45.4% | +63.3% | +34.9% |
| 3Y | +154.5% | -6.9% | +161.4% | +140.8% |
| 5Y | +160.3% | +3.7% | +156.5% | +131.7% |
| All | +160.3% | +3.6% | +156.7% | +131.7% |
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