+235.5%
EW vs ACM
+155.0%
+80.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +11.0% | +5.4% | +5.6% | +9.3% |
| 30D | +19.1% | +15.1% | +4.0% | +14.3% |
| 3M | +14.4% | -10.5% | +24.8% | +17.3% |
| 6M | +22.8% | -19.7% | +42.5% | +29.4% |
| YTD | +19.8% | -28.8% | +48.6% | +30.2% |
| 1Y | +23.9% | -47.9% | +71.8% | +48.1% |
| 3Y | +52.2% | -12.4% | +64.6% | +49.5% |
| 5Y | -13.9% | +0.6% | -14.5% | -20.0% |
| All | +235.5% | +155.0% | +80.5% | +140.4% |
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