+5.2%
EXC vs ACM
-46.7%
+51.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +0.3% | -3.7% | +4.0% | 0.0% |
| 30D | -3.7% | -11.1% | +7.4% | -4.6% |
| 3M | -1.3% | -8.0% | +6.7% | -2.0% |
| 6M | -9.7% | -29.7% | +19.9% | -13.0% |
| YTD | +2.9% | -29.4% | +32.3% | -1.5% |
| All | +5.2% | -46.7% | +51.9% | +2.8% |
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