+76.8%
EXC vs ACM
+233.3%
-156.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.2% | +5.4% | -6.5% | -2.5% |
| 30D | +10.0% | +15.1% | -5.2% | +6.0% |
| 3M | +1.6% | -10.5% | +12.1% | +4.0% |
| 6M | +3.3% | -19.7% | +23.0% | +8.1% |
| YTD | +7.6% | -28.8% | +36.4% | +15.2% |
| 1Y | +3.5% | -47.9% | +51.3% | +20.4% |
| 3Y | +27.7% | -12.4% | +40.0% | +25.9% |
| 5Y | +41.1% | +0.6% | +40.6% | +32.3% |
| 10Y | +178.2% | +161.3% | +16.9% | +88.3% |
| All | +76.8% | +233.3% | -156.5% | -12.5% |
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