+248.8%
EW vs ACM
+130.8%
+117.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +6.5% | +3.0% | +3.5% | +5.5% |
| 30D | +22.5% | +19.7% | +2.8% | +16.1% |
| 3M | +13.0% | +5.3% | +7.7% | +10.7% |
| 6M | +37.1% | -10.8% | +47.9% | +40.0% |
| YTD | +24.1% | -25.1% | +49.2% | +33.0% |
| 1Y | +24.2% | -45.8% | +70.0% | +47.2% |
| 3Y | +64.8% | -9.4% | +74.2% | +60.4% |
| 5Y | -7.4% | +4.8% | -12.2% | -15.2% |
| 10Y | +248.8% | +129.8% | +119.0% | +142.3% |
| All | +248.8% | +130.8% | +117.9% | +142.3% |
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