+24.2%
EW vs ACM
-45.3%
+69.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.8% |
| 7D | +6.5% | +3.0% | +3.5% | +6.2% |
| 30D | +22.5% | +19.7% | +2.8% | +20.9% |
| 3M | +13.0% | +5.3% | +7.7% | +12.3% |
| 6M | +37.1% | -10.8% | +47.9% | +37.0% |
| YTD | +24.1% | -25.1% | +49.2% | +25.9% |
| 1Y | +24.2% | -45.8% | +70.0% | +24.6% |
| All | +24.2% | -45.3% | +69.5% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling