+295.9%
ETR vs ACM
+230.8%
+65.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.4% | -3.7% | +5.2% | +2.3% |
| 30D | +1.0% | -11.1% | +12.1% | +3.3% |
| 3M | -1.3% | -8.0% | +6.7% | 0.0% |
| 6M | +1.9% | -29.7% | +31.5% | +9.3% |
| YTD | +18.2% | -29.4% | +47.5% | +25.9% |
| 1Y | +24.7% | -46.4% | +71.1% | +41.3% |
| 3Y | +150.7% | -22.3% | +173.0% | +157.5% |
| 5Y | +127.0% | +4.5% | +122.6% | +115.1% |
| 10Y | +295.5% | +127.6% | +167.8% | +199.6% |
| All | +295.9% | +230.8% | +65.1% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling