+69.2%
EXC vs ACM
+230.8%
-161.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | -3.7% | +4.0% | +1.3% |
| 30D | -3.7% | -11.1% | +7.4% | -1.1% |
| 3M | -1.3% | -8.0% | +6.7% | +0.2% |
| 6M | -9.7% | -29.7% | +19.9% | -2.1% |
| YTD | +2.9% | -29.4% | +32.3% | +10.5% |
| 1Y | +4.4% | -46.4% | +50.8% | +20.5% |
| 3Y | +22.2% | -22.3% | +44.6% | +24.8% |
| 5Y | +46.7% | +4.5% | +42.2% | +35.8% |
| 10Y | +155.3% | +127.6% | +27.7% | +79.7% |
| All | +69.2% | +230.8% | -161.6% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling