+125.2%
ETR vs ACM
+4.8%
+120.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +1.9% | -12.9% | +14.8% | +4.2% |
| 3M | +1.0% | -6.4% | +7.4% | +1.7% |
| 6M | +4.8% | -29.2% | +34.1% | +11.6% |
| YTD | +19.5% | -29.9% | +49.5% | +26.7% |
| 1Y | +28.1% | -47.3% | +75.4% | +45.3% |
| 3Y | +151.1% | -19.6% | +170.8% | +149.0% |
| 5Y | +125.2% | +5.5% | +119.6% | +112.0% |
| All | +125.2% | +4.8% | +120.4% | +112.0% |
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