+76.5%
EXC vs ACM
+252.7%
-176.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +0.1% | +6.6% | -6.5% | -1.6% |
| 30D | +9.0% | +19.8% | -10.7% | +3.9% |
| 3M | +3.3% | -3.1% | +6.4% | +3.5% |
| 6M | +5.7% | -11.5% | +17.2% | +7.8% |
| YTD | +7.3% | -24.7% | +32.0% | +13.2% |
| 1Y | +2.9% | -45.1% | +48.0% | +18.1% |
| 3Y | +29.3% | -8.9% | +38.2% | +26.3% |
| 5Y | +40.1% | +5.4% | +34.7% | +29.6% |
| 10Y | +197.7% | +131.1% | +66.6% | +109.3% |
| All | +76.5% | +252.7% | -176.3% | -14.0% |
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