+239.8%
EW vs ACM
+147.1%
+92.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.0% |
| 7D | +12.3% | +6.9% | +5.4% | +10.1% |
| 30D | +22.9% | +19.1% | +3.8% | +16.7% |
| 3M | +16.7% | -6.9% | +23.6% | +18.4% |
| 6M | +31.0% | -12.0% | +43.0% | +34.4% |
| YTD | +22.8% | -25.1% | +48.0% | +31.6% |
| 1Y | +25.6% | -45.4% | +71.0% | +48.4% |
| 3Y | +62.0% | -6.9% | +68.9% | +56.1% |
| 5Y | -12.8% | +3.7% | -16.5% | -19.8% |
| 10Y | +239.8% | +135.8% | +104.0% | +137.3% |
| All | +239.8% | +147.1% | +92.7% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling