+40.4%
EXC vs ACM
+1.1%
+39.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.4% | +5.6% | -4.3% | +0.7% |
| 30D | +8.6% | +20.8% | -12.3% | +6.0% |
| 3M | +2.4% | +11.4% | -9.0% | +0.8% |
| 6M | +6.5% | +0.9% | +5.5% | +5.9% |
| YTD | +9.0% | -24.8% | +33.9% | +12.1% |
| 1Y | +4.6% | -46.4% | +51.0% | +15.5% |
| 3Y | +33.5% | -9.2% | +42.7% | +24.9% |
| All | +40.4% | +1.1% | +39.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling