-18.9%
EXE vs ACM
-46.6%
+27.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.9% | -2.9% |
| 7D | -4.7% | +9.5% | -14.2% | -4.5% |
| 30D | +1.0% | +14.7% | -13.7% | +1.2% |
| 3M | -5.6% | -9.5% | +3.9% | -6.1% |
| 6M | -12.3% | -18.0% | +5.7% | -12.9% |
| YTD | -19.5% | -27.3% | +7.8% | -20.3% |
| 1Y | -18.9% | -47.0% | +28.1% | -15.3% |
| All | -18.9% | -46.6% | +27.7% | -15.3% |
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