+183.8%
EXC vs ACM
+147.1%
+36.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -1.2% |
| 7D | -1.7% | +6.9% | -8.6% | -3.4% |
| 30D | +9.3% | +19.1% | -9.7% | +4.6% |
| 3M | +1.0% | -6.9% | +8.0% | +2.3% |
| 6M | +5.9% | -12.0% | +18.0% | +8.3% |
| YTD | +7.6% | -25.1% | +32.8% | +13.6% |
| 1Y | +2.4% | -45.4% | +47.8% | +18.1% |
| 3Y | +30.2% | -6.9% | +37.2% | +24.6% |
| 5Y | +41.4% | +3.7% | +37.6% | +28.6% |
| 10Y | +183.8% | +135.8% | +48.0% | +94.1% |
| All | +183.8% | +147.1% | +36.6% | +94.1% |
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