+178.5%
EXE vs ACM
+29.4%
+149.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | -3.7% | +3.5% | +1.0% |
| 30D | +8.5% | -11.1% | +19.6% | +12.2% |
| 3M | +5.5% | -8.0% | +13.4% | +7.4% |
| 6M | -5.9% | -29.7% | +23.8% | +5.3% |
| YTD | -9.7% | -29.4% | +19.7% | -0.3% |
| 1Y | +3.6% | -46.4% | +50.0% | +28.2% |
| 3Y | +18.0% | -22.3% | +40.4% | +18.6% |
| 5Y | +109.4% | +4.5% | +105.0% | +77.7% |
| All | +178.5% | +29.4% | +149.1% | +123.7% |
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 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