+241.3%
EXEL vs ACM
-7.9%
+249.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.1% |
| 7D | +2.3% | +6.9% | -4.6% | +1.0% |
| 30D | +19.8% | +19.1% | +0.8% | +15.8% |
| 3M | +32.7% | -6.9% | +39.6% | +34.6% |
| 6M | +49.0% | -12.0% | +61.0% | +52.4% |
| YTD | +63.7% | -25.1% | +88.8% | +72.7% |
| 1Y | +75.8% | -45.4% | +121.2% | +102.0% |
| 3Y | +241.3% | -6.9% | +248.2% | +222.9% |
| All | +241.3% | -7.9% | +249.2% | +222.9% |
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 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