+179.3%
EXE vs ACM
+28.3%
+151.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +6.4% | -12.9% | +19.3% | +10.8% |
| 3M | +9.2% | -6.4% | +15.6% | +10.5% |
| 6M | -7.0% | -29.2% | +22.2% | +3.8% |
| YTD | -9.5% | -29.9% | +20.5% | +0.2% |
| 1Y | +6.2% | -47.3% | +53.5% | +32.3% |
| 3Y | +20.7% | -19.6% | +40.4% | +18.7% |
| 5Y | +103.6% | +5.5% | +98.1% | +71.8% |
| All | +179.3% | +28.3% | +151.0% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling