+21.2%
EXE vs ACM
-9.1%
+30.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +5.3% | +5.6% | -0.3% | +4.6% |
| 30D | -2.2% | +20.8% | -23.0% | -4.6% |
| 3M | -5.9% | +11.4% | -17.3% | -7.3% |
| 6M | -5.7% | +0.9% | -6.7% | -6.3% |
| YTD | -17.8% | -24.8% | +7.0% | -14.6% |
| 1Y | -23.1% | -46.4% | +23.3% | -12.5% |
| 3Y | +21.2% | -9.2% | +30.4% | +14.7% |
| All | +21.2% | -9.1% | +30.3% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling