+367.0%
EXEL vs ACM
+128.0%
+239.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +6.7% | -12.9% | +19.6% | +11.9% |
| 3M | +11.5% | -6.4% | +17.8% | +13.3% |
| 6M | +38.8% | -29.2% | +68.0% | +56.9% |
| YTD | +31.6% | -29.9% | +61.5% | +48.0% |
| 1Y | +53.0% | -47.3% | +100.3% | +92.4% |
| 3Y | +160.8% | -19.6% | +180.5% | +168.3% |
| 5Y | +190.1% | +5.5% | +184.6% | +158.1% |
| 10Y | +367.0% | +129.7% | +237.3% | +134.8% |
| All | +367.0% | +128.0% | +239.0% | +134.8% |
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